Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642693.5893 | 847762.4076 | -205068.8184 | -1205481.6816 | -71728.6519 | -1133753.0296 |
Total P&L (%) | 642.6936 | 847.7624 | -205.0688 | -1205.4817 | -71.7287 | -1133.753 |
Avg Daily Profit (%) | 0.3399 | 0.4483 | -0.1084 | 0 | -0.0668 | 0 |
Buy And Hold Return (%) | 271.8297 | 271.8297 | 271.8297 | 271.8297 | 271.8297 | 271.8297 |
Max Trade Drawdown | -315495 | -66004 | -365468 | -2739053 | -941780 | -2115838 |
Profit Factor | 1.8647 | 5.4507 | 0.629 | 0.7444 | 0.9534 | 0.6431 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 49 | 24 | 25 | 31 | 16 | 15 |
Losing Trades | 38 | 19 | 19 | 56 | 27 | 29 |
Profitability (%) | 56.3218 | 55.814 | 56.8182 | 35.6322 | 37.2093 | 34.0909 |
Ratio Avg Win / Avg Loss | 1.4461 | 4.3152 | 0.4781 | 1.3447 | 1.6089 | 1.2434 |
Largest Winning Trade | 841212 | 841212 | 61254 | 360352 | 256192 | 360352 |
Largest Losing Trade | -289228 | -27269 | -289228 | -766521 | -551514 | -766521 |
Avg Bars in Trades | 42 | 35 | 48 | 42 | 35 | 48 |
Avg Bars in Winners | 53 | 46 | 61 | 32 | 41 | 22 |
Avg Bars in Losers | 26 | 22 | 30 | 47 | 32 | 61 |
Bars Traded | 3657 | 1541 | 2116 | 3657 | 1541 | 2116 |
Profit Streak | 0 | 0 | 0 | 41.8151 | 41.8151 | 45.3151 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297106 | 579043 | -579835 | -583042 | -582373 | -584251 |
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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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