Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1530049.0727 | 1624683.0157 | -94633.943 | -93016.7927 | -58941.2253 | -34075.5674 |
Total P&L (%) | 1530.0491 | 1624.683 | -94.6339 | -93.0168 | -58.9412 | -34.0756 |
Avg Daily Profit (%) | 0.8497 | 0.9022 | -0.0526 | -0.1477 | -0.0494 | -0.0231 |
Buy And Hold Return (%) | 222.1408 | 222.1408 | 222.1408 | 222.1408 | 222.1408 | 222.1408 |
Max Trade Drawdown | -199724 | -162697 | -228608 | -500600 | -245861 | -276535 |
Profit Factor | 2.8913 | 5.4911 | 0.7884 | 0.843 | 0.7835 | 0.8937 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 16 | 21 | 37 | 15 | 22 |
Losing Trades | 47 | 26 | 21 | 47 | 27 | 20 |
Profitability (%) | 44.0476 | 38.0952 | 50 | 44.0476 | 35.7143 | 52.381 |
Ratio Avg Win / Avg Loss | 3.6728 | 8.9231 | 0.7884 | 1.0709 | 1.4102 | 0.8124 |
Largest Winning Trade | 1485533 | 1485533 | 56824 | 217911 | 186268 | 217911 |
Largest Losing Trade | -107741 | -37356 | -107741 | -276535 | -228550 | -276535 |
Avg Bars in Trades | 82 | 96 | 68 | 82 | 96 | 68 |
Avg Bars in Winners | 96 | 99 | 94 | 89 | 88 | 90 |
Avg Bars in Losers | 71 | 95 | 41 | 76 | 101 | 43 |
Bars Traded | 6929 | 4063 | 2866 | 6929 | 4063 | 2866 |
Profit Streak | 0 | 0 | 206.9023 | 0 | 0 | 206.9023 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596313 | 605645 | -579324 | -581201 | -584623 | -579015 |
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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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