Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794556.1195 | 796443.5254 | -1887.4059 | -90402.0587 | 21041.582 | -111443.6407 |
Total P&L (%) | 794.5561 | 796.4435 | -1.8874 | -90.4021 | 21.0416 | -111.4436 |
Avg Daily Profit (%) | 0.4274 | 0.4284 | -0.001 | -0.126 | 0.0103 | 0 |
Buy And Hold Return (%) | 58.2751 | 58.2751 | 58.2751 | 58.2751 | 58.2751 | 58.2751 |
Max Trade Drawdown | -152409 | -79029 | -149735 | -118397 | -19908 | -123643 |
Profit Factor | 2.062 | 3.4695 | 0.9956 | 0.6318 | 1.3227 | 0.382 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 55.0562 | 51.1111 | 59.0909 | 55.0562 | 51.1111 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.6833 | 3.3187 | 0.6892 | 0.5158 | 1.2651 | 0.2644 |
Largest Winning Trade | 619973 | 619973 | 69419 | 14660 | 11086 | 14660 |
Largest Losing Trade | -98903 | -39676 | -98903 | -118397 | -9088 | -118397 |
Avg Bars in Trades | 78 | 57 | 100 | 78 | 57 | 100 |
Avg Bars in Winners | 80 | 47 | 108 | 80 | 47 | 108 |
Avg Bars in Losers | 77 | 68 | 88 | 77 | 68 | 88 |
Bars Traded | 7017 | 2605 | 4413 | 7017 | 2605 | 4413 |
Profit Streak | 0 | 0 | 74.7162 | 0 | 0 | 74.7162 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532594 | 606104 | -578983 | -579884 | -344454 | -578983 |
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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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