Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879761.5792 | 893082.0466 | -13320.4674 | 139269.1288 | 3446164.002 | -3306894.8732 |
Total P&L (%) | 879.7616 | 893.082 | -13.3205 | 139.2691 | 3446.164 | -3306.8949 |
Avg Daily Profit (%) | 0.4668 | 0.4739 | -0.0071 | 0.0463 | 0.1895 | 0 |
Buy And Hold Return (%) | 334.4896 | 334.4896 | 334.4896 | 334.4896 | 334.4896 | 334.4896 |
Max Trade Drawdown | -226606 | -183263 | -105039 | -4960726 | -2304572 | -4741496 |
Profit Factor | 2.1433 | 3.2412 | 0.9641 | 1.0145 | 2.0199 | 0.4664 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 45.614 | 49.1228 | 42.1053 | 45.614 | 49.1228 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.5555 | 3.357 | 1.3256 | 1.2096 | 2.092 | 0.6414 |
Largest Winning Trade | 468712 | 468712 | 62878 | 1967433 | 1967433 | 832237 |
Largest Losing Trade | -86620 | -38800 | -86620 | -4378247 | -759980 | -4378247 |
Avg Bars in Trades | 30 | 33 | 27 | 30 | 33 | 27 |
Avg Bars in Winners | 37 | 33 | 43 | 37 | 33 | 43 |
Avg Bars in Losers | 24 | 34 | 16 | 24 | 34 | 16 |
Bars Traded | 3511 | 1926 | 1585 | 3511 | 1926 | 1585 |
Profit Streak | 0 | 0 | 28.9457 | 0 | 0 | 28.9457 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343892 | -167226 | -761418 | -502777 | -168609 | -763085 |
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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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