Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692347.03 | 709150.5132 | -16803.4832 | 212004.698 | 630490.7284 | -418486.0304 |
Total P&L (%) | 692.347 | 709.1505 | -16.8035 | 212.0047 | 630.4907 | -418.486 |
Avg Daily Profit (%) | 0.3798 | 0.389 | -0.0092 | 0.0624 | 0.1092 | 0 |
Buy And Hold Return (%) | 206.8658 | 206.8658 | 206.8658 | 206.8658 | 206.8658 | 206.8658 |
Max Trade Drawdown | -138156 | -73109 | -114313 | -687996 | -506134 | -472230 |
Profit Factor | 2.1113 | 3.4409 | 0.9495 | 1.1008 | 1.6469 | 0.6293 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 38.8235 | 38.0952 | 39.5349 | 38.8235 | 38.0952 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.3268 | 5.5914 | 1.4521 | 1.7346 | 2.6763 | 0.9624 |
Largest Winning Trade | 328184 | 328184 | 72018 | 463483 | 463483 | 201558 |
Largest Losing Trade | -60946 | -34294 | -60946 | -181493 | -153766 | -181493 |
Avg Bars in Trades | 123 | 117 | 130 | 123 | 117 | 130 |
Avg Bars in Winners | 210 | 203 | 218 | 210 | 203 | 218 |
Avg Bars in Losers | 68 | 64 | 72 | 68 | 64 | 72 |
Bars Traded | 10529 | 4934 | 5595 | 10529 | 4934 | 5595 |
Profit Streak | 0 | 52.6303 | 0 | 0 | 52.6303 | 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 | 240030 | 341302 | -583130 | -380263 | -50827 | -584796 |
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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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