Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560835.6662 | 621336.8945 | -60501.2283 | -65205.4615 | 2409599.5899 | -2474805.0515 |
Total P&L (%) | 560.8357 | 621.3369 | -60.5012 | -65.2055 | 2409.5996 | -2474.8051 |
Avg Daily Profit (%) | 0.3073 | 0.3405 | -0.0332 | -0.0578 | 0.1767 | 0 |
Buy And Hold Return (%) | 114.2048 | 114.2048 | 114.2048 | 114.2048 | 114.2048 | 114.2048 |
Max Trade Drawdown | -237115 | -70258 | -173308 | -2964598 | -152071 | -2915225 |
Profit Factor | 1.6621 | 2.9037 | 0.8838 | 0.9821 | 6.8092 | 0.2318 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 46.4 | 43.5484 | 49.2063 | 46.4 | 43.5484 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.92 | 3.7641 | 0.9123 | 1.1345 | 8.8267 | 0.2392 |
Largest Winning Trade | 254478 | 254478 | 69553 | 2068054 | 2068054 | 213070 |
Largest Losing Trade | -89245 | -36888 | -89245 | -2676815 | -84507 | -2676815 |
Avg Bars in Trades | 55 | 60 | 51 | 55 | 60 | 51 |
Avg Bars in Winners | 68 | 79 | 59 | 68 | 79 | 59 |
Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
Bars Traded | 6966 | 3721 | 3245 | 6966 | 3721 | 3245 |
Profit Streak | 0 | 54.0143 | 0 | 0 | 54.0143 | 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 | 346386 | -142661 | -727766 | -580179 | -140037 | -727766 |
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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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