Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729612.0641 | 731705.5301 | -2093.466 | 89888.503 | -327234.9599 | 417123.4629 |
Total P&L (%) | 729.6121 | 731.7055 | -2.0935 | 89.8885 | -327.235 | 417.1235 |
Avg Daily Profit (%) | 0.4015 | 0.4027 | -0.0012 | 0.0353 | 0 | 0.0905 |
Buy And Hold Return (%) | 193.4662 | 193.4662 | 193.4662 | 193.4662 | 193.4662 | 193.4662 |
Max Trade Drawdown | -201632 | -108725 | -148636 | -1620267 | -1338638 | -770272 |
Profit Factor | 1.9931 | 3.3052 | 0.995 | 1.0239 | 0.8471 | 1.2565 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 52.5773 | 50 | 55.102 | 52.5773 | 50 | 55.102 |
Ratio Avg Win / Avg Loss | 1.7977 | 3.3052 | 0.8107 | 0.9235 | 0.8471 | 1.0238 |
Largest Winning Trade | 371760 | 371760 | 57074 | 576906 | 461606 | 576906 |
Largest Losing Trade | -74238 | -52575 | -74238 | -639378 | -543783 | -639378 |
Avg Bars in Trades | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Winners | 84 | 96 | 73 | 84 | 96 | 73 |
Avg Bars in Losers | 57 | 56 | 57 | 57 | 56 | 57 |
Bars Traded | 6933 | 3684 | 3250 | 6933 | 3684 | 3250 |
Profit Streak | 0 | 118.9091 | 0 | 0 | 118.9091 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421714 | 544105 | -580020 | -506867 | -579337 | -77451 |
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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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