Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692544.4015 | 656987.0449 | 35557.3567 | -820183.2225 | 174656.5343 | -994839.7568 |
Total P&L (%) | 692.5444 | 656.987 | 35.5574 | -820.1832 | 174.6565 | -994.8398 |
Avg Daily Profit (%) | 0.2766 | 0.2624 | 0.0142 | 0 | 0.0404 | 0 |
Buy And Hold Return (%) | 252.7044 | 252.7044 | 252.7044 | 252.7044 | 252.7044 | 252.7044 |
Max Trade Drawdown | -197639 | -78435 | -191798 | -1638491 | -542645 | -1189516 |
Profit Factor | 2.1612 | 3.7541 | 1.0994 | 0.6602 | 1.1909 | 0.3363 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 21 | 25 | 40 | 22 | 18 |
Losing Trades | 39 | 21 | 18 | 45 | 20 | 25 |
Profitability (%) | 54.1176 | 50 | 58.1395 | 47.0588 | 52.381 | 41.8605 |
Ratio Avg Win / Avg Loss | 1.8324 | 3.7541 | 0.7915 | 0.7427 | 1.0826 | 0.467 |
Largest Winning Trade | 395624 | 395624 | 43694 | 405853 | 405853 | 101278 |
Largest Losing Trade | -118793 | -32964 | -118793 | -918234 | -406311 | -918234 |
Avg Bars in Trades | 168 | 191 | 145 | 168 | 191 | 145 |
Avg Bars in Winners | 181 | 177 | 185 | 152 | 191 | 105 |
Avg Bars in Losers | 152 | 204 | 91 | 181 | 191 | 174 |
Bars Traded | 14295 | 8029 | 6266 | 14295 | 8029 | 6266 |
Profit Streak | 0 | 0 | 0 | 24.055 | 70.555 | 24.055 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368019 | 433029 | -451432 | -580664 | -314425 | -583347 |
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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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