Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643896.7049 | 662115.8435 | -18219.1386 | 235025.5587 | 492230.1176 | -257204.5589 |
Total P&L (%) | 643.8967 | 662.1158 | -18.2191 | 235.0256 | 492.2301 | -257.2046 |
Avg Daily Profit (%) | 0.3498 | 0.3597 | -0.0099 | 0.0657 | 0.0967 | 0 |
Buy And Hold Return (%) | 114.5634 | 114.5634 | 114.5634 | 114.5634 | 114.5634 | 114.5634 |
Max Trade Drawdown | -198457 | -145701 | -106991 | -437615 | -159423 | -309520 |
Profit Factor | 1.9813 | 3.155 | 0.9478 | 1.2326 | 2.3996 | 0.6096 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 29.5455 | 31.8182 | 27.2727 | 29.5455 | 31.8182 | 27.2727 |
Ratio Avg Win / Avg Loss | 4.7247 | 6.7607 | 2.5274 | 2.9393 | 5.1419 | 1.6255 |
Largest Winning Trade | 474986 | 474986 | 57307 | 380866 | 380866 | 169824 |
Largest Losing Trade | -37228 | -37228 | -35926 | -165640 | -46521 | -165640 |
Avg Bars in Trades | 38 | 42 | 35 | 38 | 42 | 35 |
Avg Bars in Winners | 81 | 81 | 81 | 81 | 81 | 81 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 3424 | 1872 | 1552 | 3424 | 1872 | 1552 |
Profit Streak | 52.2739 | 88.7739 | 0 | 52.2739 | 88.7739 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 114489 | 308392 | -597739 | -119935 | -67325 | -597739 |
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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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