Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1416788.1126 | 1564603.0899 | -147814.9773 | -77211.9317 | -55304.2511 | -21907.6806 |
Total P&L (%) | 1416.7881 | 1564.6031 | -147.815 | -77.2119 | -55.3043 | -21.9077 |
Avg Daily Profit (%) | 0.5983 | 0.6607 | -0.0624 | -0.0624 | -0.034 | -0.0104 |
Buy And Hold Return (%) | 516.6198 | 516.6198 | 516.6198 | 516.6198 | 516.6198 | 516.6198 |
Max Trade Drawdown | -279503 | -227024 | -192445 | -675559 | -504780 | -242277 |
Profit Factor | 2.5243 | 4.2155 | 0.6662 | 0.937 | 0.923 | 0.9568 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 40.6015 | 37.3134 | 43.9394 | 40.6015 | 37.3134 | 43.9394 |
Ratio Avg Win / Avg Loss | 3.693 | 7.0821 | 0.85 | 1.3707 | 1.5506 | 1.2207 |
Largest Winning Trade | 1478498 | 1478498 | 53332 | 420044 | 420044 | 158840 |
Largest Losing Trade | -75384 | -58374 | -75384 | -166434 | -166434 | -136619 |
Avg Bars in Trades | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Winners | 71 | 82 | 62 | 71 | 82 | 62 |
Avg Bars in Losers | 37 | 28 | 47 | 37 | 28 | 47 |
Bars Traded | 6814 | 3244 | 3570 | 6814 | 3244 | 3570 |
Profit Streak | 0 | 0 | 21.5226 | 0 | 0 | 21.5226 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346012 | -105782 | -707042 | -582413 | -699892 | -705375 |
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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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