Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636413.0824 | 661301.0208 | -24887.9385 | 212805.3466 | 566179.1089 | -353373.7622 |
Total P&L (%) | 636.4131 | 661.301 | -24.8879 | 212.8053 | 566.1791 | -353.3738 |
Avg Daily Profit (%) | 0.2538 | 0.2637 | -0.0099 | 0.0455 | 0.0757 | 0 |
Buy And Hold Return (%) | 210.7726 | 210.7726 | 210.7726 | 210.7726 | 210.7726 | 210.7726 |
Max Trade Drawdown | -131040 | -72189 | -86454 | -1911399 | -1043454 | -871233 |
Profit Factor | 2.087 | 3.3846 | 0.9192 | 1.048 | 1.2611 | 0.8438 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 43.5897 | 43.5897 | 43.5897 | 43.5897 | 43.5897 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.7008 | 4.3801 | 1.1896 | 1.3563 | 1.632 | 1.092 |
Largest Winning Trade | 515004 | 515004 | 42998 | 1339065 | 1339065 | 551116 |
Largest Losing Trade | -39493 | -25751 | -39493 | -550603 | -332613 | -550603 |
Avg Bars in Trades | 92 | 86 | 99 | 92 | 86 | 99 |
Avg Bars in Winners | 138 | 134 | 142 | 138 | 134 | 142 |
Avg Bars in Losers | 57 | 49 | 65 | 57 | 49 | 65 |
Bars Traded | 7253 | 3384 | 3869 | 7253 | 3384 | 3869 |
Profit Streak | 0 | 0 | 93.9851 | 0 | 0 | 93.9851 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31898 | 345363 | -581024 | -503906 | -96425 | -581024 |
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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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