Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858539.4883 | 975669.0412 | -117129.5529 | -58759.2317 | 1519665.6076 | -1578424.8393 |
Total P&L (%) | 858.5395 | 975.669 | -117.1296 | -58.7592 | 1519.6656 | -1578.4248 |
Avg Daily Profit (%) | 0.476 | 0.541 | -0.0649 | -0.0491 | 0.1545 | 0 |
Buy And Hold Return (%) | 193.6652 | 193.6652 | 193.6652 | 193.6652 | 193.6652 | 193.6652 |
Max Trade Drawdown | -356052 | -301104 | -126873 | -6295840 | -5468126 | -2000386 |
Profit Factor | 1.7734 | 2.3272 | 0.6877 | 0.9947 | 1.2038 | 0.5683 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 39.1111 | 36.6071 | 41.5929 | 39.1111 | 36.6071 | 41.5929 |
Ratio Avg Win / Avg Loss | 2.7608 | 4.03 | 0.9656 | 1.5486 | 2.0846 | 0.798 |
Largest Winning Trade | 818769 | 818769 | 15511 | 2649105 | 2649105 | 348382 |
Largest Losing Trade | -45926 | -45926 | -21993 | -1382963 | -1382963 | -1104544 |
Avg Bars in Trades | 30 | 53 | 7 | 30 | 53 | 7 |
Avg Bars in Winners | 39 | 72 | 10 | 39 | 72 | 10 |
Avg Bars in Losers | 25 | 42 | 6 | 25 | 42 | 6 |
Bars Traded | 6886 | 5999 | 887 | 6886 | 5999 | 887 |
Profit Streak | 0 | 18.1464 | 0 | 0 | 18.1464 | 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 | 319164 | 330304 | -584023 | -581057 | 120794 | -584023 |
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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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