Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937212.017 | 973231.1262 | -36019.1092 | 69974.3918 | 269533.4314 | -199559.0396 |
Total P&L (%) | 937.212 | 973.2311 | -36.0191 | 69.9744 | 269.5334 | -199.559 |
Avg Daily Profit (%) | 0.5074 | 0.5269 | -0.0195 | 0.0287 | 0.0708 | 0 |
Buy And Hold Return (%) | 113.1811 | 113.1811 | 113.1811 | 113.1811 | 113.1811 | 113.1811 |
Max Trade Drawdown | -202743 | -172044 | -56197 | -1028382 | -769186 | -294733 |
Profit Factor | 2.6654 | 3.2874 | 0.7377 | 1.0381 | 1.1941 | 0.5541 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 31.5789 | 27.6596 | 35.4167 | 31.5789 | 27.6596 | 35.4167 |
Ratio Avg Win / Avg Loss | 5.7749 | 8.5979 | 1.3451 | 2.2492 | 3.1231 | 1.0104 |
Largest Winning Trade | 984497 | 984497 | 13067 | 930641 | 930641 | 100645 |
Largest Losing Trade | -32715 | -32715 | -13618 | -368315 | -368315 | -66472 |
Avg Bars in Trades | 226 | 414 | 43 | 226 | 414 | 43 |
Avg Bars in Winners | 461 | 975 | 67 | 461 | 975 | 67 |
Avg Bars in Losers | 118 | 199 | 30 | 118 | 199 | 30 |
Bars Traded | 21560 | 19459 | 2101 | 21560 | 19459 | 2101 |
Profit Streak | 0 | 183.8701 | 0 | 0 | 183.8701 | 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 | 318211 | -308 | -584693 | -504685 | -126059 | -584693 |
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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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