Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426728.9193 | 393669.39 | 33059.5293 | 331603.3359 | 196892.2524 | 134711.0836 |
Total P&L (%) | 426.7289 | 393.6694 | 33.0595 | 331.6033 | 196.8923 | 134.7111 |
Avg Daily Profit (%) | 0.4097 | 0.3779 | 0.0317 | 0.1405 | 0.1045 | 0.0819 |
Buy And Hold Return (%) | 132.5581 | 132.5581 | 132.5581 | 132.5581 | 132.5581 | 132.5581 |
Max Trade Drawdown | -105040 | -104841 | -14703 | -1463812 | -1445737 | -162339 |
Profit Factor | 2.1585 | 2.3785 | 1.3994 | 1.1208 | 1.0892 | 1.2504 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 45.9184 | 42.8571 | 48.9796 | 45.9184 | 42.8571 | 48.9796 |
Ratio Avg Win / Avg Loss | 2.5423 | 3.1714 | 1.4578 | 1.3201 | 1.4523 | 1.3025 |
Largest Winning Trade | 239415 | 239415 | 12898 | 812707 | 812707 | 110079 |
Largest Losing Trade | -56127 | -56127 | -10877 | -658362 | -658362 | -118911 |
Avg Bars in Trades | 251 | 476 | 27 | 251 | 476 | 27 |
Avg Bars in Winners | 311 | 635 | 28 | 311 | 635 | 28 |
Avg Bars in Losers | 201 | 356 | 27 | 201 | 356 | 27 |
Bars Traded | 24683 | 23326 | 1357 | 24683 | 23326 | 1357 |
Profit Streak | 0 | 9.2694 | 0 | 0 | 9.2694 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333960 | 306714 | -315599 | -97986 | -192612 | -244520 |
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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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