Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418989.4854 | 464626.4832 | -45636.9978 | -80785.2129 | 79542.0437 | -160327.2566 |
Total P&L (%) | 418.9895 | 464.6265 | -45.637 | -80.7852 | 79.542 | -160.3273 |
Avg Daily Profit (%) | 0.2189 | 0.2428 | -0.0238 | -0.0861 | 0.0306 | 0 |
Buy And Hold Return (%) | 70.2216 | 70.2216 | 70.2216 | 70.2216 | 70.2216 | 70.2216 |
Max Trade Drawdown | -225738 | -143634 | -145874 | -712445 | -526358 | -352740 |
Profit Factor | 1.5503 | 2.0662 | 0.8598 | 0.9507 | 1.0844 | 0.7695 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 51.5789 | 45.8333 | 57.4468 | 51.5789 | 45.8333 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.4554 | 2.4419 | 0.6369 | 0.8925 | 1.2816 | 0.57 |
Largest Winning Trade | 605900 | 605900 | 32506 | 605900 | 605900 | 111847 |
Largest Losing Trade | -45653 | -40010 | -45653 | -249617 | -183050 | -249617 |
Avg Bars in Trades | 36 | 27 | 44 | 36 | 27 | 44 |
Avg Bars in Winners | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Losers | 28 | 20 | 39 | 28 | 20 | 39 |
Bars Traded | 3423 | 1343 | 2080 | 3423 | 1343 | 2080 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329953 | 374580 | -579731 | -580320 | -405448 | -579731 |
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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) |
---|