Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626630.9445 | 768063.7414 | -141432.7969 | -94331.7396 | -2278.3382 | -92053.4014 |
Total P&L (%) | 626.6309 | 768.0637 | -141.4328 | -94.3317 | -2.2783 | -92.0534 |
Avg Daily Profit (%) | 0.3268 | 0.4006 | -0.0738 | -0.1496 | -0.0012 | -0.132 |
Buy And Hold Return (%) | 12.6717 | 12.6717 | 12.6717 | 12.6717 | 12.6717 | 12.6717 |
Max Trade Drawdown | -370600 | -240521 | -180805 | -1080254 | -972508 | -261461 |
Profit Factor | 1.7826 | 2.5438 | 0.5336 | 0.96 | 0.9985 | 0.8868 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 38.843 | 31.6667 | 45.9016 | 38.843 | 31.6667 | 45.9016 |
Ratio Avg Win / Avg Loss | 2.8066 | 5.4892 | 0.6289 | 1.5115 | 2.1547 | 1.0452 |
Largest Winning Trade | 988244 | 988244 | 17352 | 951733 | 951733 | 71380 |
Largest Losing Trade | -39792 | -39792 | -26019 | -209370 | -209370 | -196317 |
Avg Bars in Trades | 91 | 159 | 25 | 91 | 159 | 25 |
Avg Bars in Winners | 122 | 262 | 27 | 122 | 262 | 27 |
Avg Bars in Losers | 72 | 111 | 22 | 72 | 111 | 22 |
Bars Traded | 11105 | 9571 | 1534 | 11105 | 9571 | 1534 |
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 | 305444 | -161985 | -743774 | -582017 | -754587 | -742107 |
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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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