Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615483.6656 | 637405.6966 | -21922.0311 | 21422.302 | 1194131.6718 | -1172709.3698 |
Total P&L (%) | 615.4837 | 637.4057 | -21.922 | 21.4223 | 1194.1317 | -1172.7094 |
Avg Daily Profit (%) | 0.3322 | 0.344 | -0.0118 | 0.0105 | 0.1383 | 0 |
Buy And Hold Return (%) | 40.0881 | 40.0881 | 40.0881 | 40.0881 | 40.0881 | 40.0881 |
Max Trade Drawdown | -222408 | -120492 | -160182 | -2132633 | -890501 | -1989260 |
Profit Factor | 1.7816 | 2.744 | 0.9481 | 1.0034 | 1.4944 | 0.6979 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 42.3729 | 38.9831 | 45.7627 | 42.3729 | 38.9831 | 45.7627 |
Ratio Avg Win / Avg Loss | 2.4229 | 4.2949 | 1.1236 | 1.3646 | 2.3391 | 0.8271 |
Largest Winning Trade | 469671 | 469671 | 75329 | 1174418 | 1174418 | 459414 |
Largest Losing Trade | -63793 | -29486 | -63793 | -993200 | -249281 | -993200 |
Avg Bars in Trades | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Winners | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 3516 | 1682 | 1834 | 3516 | 1682 | 1834 |
Profit Streak | 0 | 0 | 16.2948 | 0 | 0 | 16.2948 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366150 | -166460 | -756863 | -563776 | -186607 | -758530 |
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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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