Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278708.9982 | 289728.3617 | -11019.3635 | 184841.4955 | 1434508.6476 | -1249667.1521 |
Total P&L (%) | 278.709 | 289.7284 | -11.0194 | 184.8415 | 1434.5086 | -1249.6672 |
Avg Daily Profit (%) | 0.315 | 0.3274 | -0.0125 | 0.1184 | 0.3091 | 0 |
Buy And Hold Return (%) | 434.3248 | 434.3248 | 434.3248 | 434.3248 | 434.3248 | 434.3248 |
Max Trade Drawdown | -136930 | -45695 | -132317 | -2036252 | -529390 | -1904849 |
Profit Factor | 1.6973 | 3.1107 | 0.958 | 1.04 | 2.07 | 0.6195 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 62.963 | 56.0976 | 70 | 62.963 | 56.0976 | 70 |
Ratio Avg Win / Avg Loss | 0.9984 | 2.4344 | 0.4106 | 0.6117 | 1.62 | 0.2655 |
Largest Winning Trade | 71565 | 71565 | 22943 | 395999 | 395999 | 346444 |
Largest Losing Trade | -65724 | -26636 | -65724 | -1389784 | -303528 | -1389784 |
Avg Bars in Trades | 59 | 56 | 61 | 59 | 56 | 61 |
Avg Bars in Winners | 64 | 69 | 59 | 64 | 69 | 59 |
Avg Bars in Losers | 50 | 41 | 64 | 50 | 41 | 64 |
Bars Traded | 4781 | 2332 | 2449 | 4781 | 2332 | 2449 |
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 | -171055 | -150297 | -578157 | -393302 | 392033 | -578157 |
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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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