Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579294.4174 | 590015.1973 | -10720.7799 | 139129.421 | 817895.025 | -678765.604 |
Total P&L (%) | 579.2944 | 590.0152 | -10.7208 | 139.1294 | 817.895 | -678.7656 |
Avg Daily Profit (%) | 0.3129 | 0.3186 | -0.0058 | 0.0471 | 0.1198 | 0 |
Buy And Hold Return (%) | 86.6796 | 86.6796 | 86.6796 | 86.6796 | 86.6796 | 86.6796 |
Max Trade Drawdown | -131356 | -126904 | -52159 | -3130518 | -2859083 | -821924 |
Profit Factor | 2.024 | 2.395 | 0.9249 | 1.0188 | 1.141 | 0.5757 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 62.8866 | 68.75 | 57.1429 | 62.8866 | 68.75 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1945 | 1.0886 | 0.6937 | 0.6013 | 0.5186 | 0.4318 |
Largest Winning Trade | 176318 | 176318 | 11961 | 1594726 | 1594726 | 166963 |
Largest Losing Trade | -83428 | -83428 | -16261 | -1905073 | -1905073 | -374842 |
Avg Bars in Trades | 107 | 212 | 5 | 107 | 212 | 5 |
Avg Bars in Winners | 71 | 128 | 5 | 71 | 128 | 5 |
Avg Bars in Losers | 168 | 396 | 5 | 168 | 396 | 5 |
Bars Traded | 10438 | 10178 | 260 | 10438 | 10178 | 260 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484395 | 536171 | -579478 | -339121 | -97254 | -579478 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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