Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800064.501 | 862772.2837 | -62707.7827 | -10003.8326 | 456266.5525 | -466270.3851 |
Total P&L (%) | 800.0645 | 862.7723 | -62.7078 | -10.0038 | 456.2666 | -466.2704 |
Avg Daily Profit (%) | 0.4363 | 0.4705 | -0.0342 | -0.0057 | 0.0936 | 0 |
Buy And Hold Return (%) | 142.253 | 142.253 | 142.253 | 142.253 | 142.253 | 142.253 |
Max Trade Drawdown | -210796 | -98936 | -196375 | -2223103 | -1341057 | -2075229 |
Profit Factor | 1.9817 | 3.2447 | 0.8544 | 0.9988 | 1.1083 | 0.8934 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 38.6555 | 36.6667 | 40.678 | 38.6555 | 36.6667 | 40.678 |
Ratio Avg Win / Avg Loss | 3.1448 | 5.6044 | 1.246 | 1.5851 | 1.9144 | 1.3028 |
Largest Winning Trade | 850447 | 850447 | 50694 | 951578 | 951578 | 770343 |
Largest Losing Trade | -41252 | -24968 | -41252 | -584191 | -423358 | -584191 |
Avg Bars in Trades | 90 | 90 | 90 | 90 | 90 | 90 |
Avg Bars in Winners | 141 | 152 | 131 | 141 | 152 | 131 |
Avg Bars in Losers | 58 | 54 | 62 | 58 | 54 | 62 |
Bars Traded | 10774 | 5433 | 5341 | 10774 | 5433 | 5341 |
Profit Streak | 0 | 0 | 46.3507 | 0 | 0 | 46.3507 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317135 | -158714 | -759136 | -582096 | -345781 | -759136 |
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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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