Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480608.7829 | 1533181.2889 | -52572.506 | 106393.9574 | 401801.0718 | -295407.1144 |
Total P&L (%) | 1480.6088 | 1533.1813 | -52.5725 | 106.394 | 401.8011 | -295.4071 |
Avg Daily Profit (%) | 0.6555 | 0.6788 | -0.0233 | 0.0321 | 0.0714 | 0 |
Buy And Hold Return (%) | 366.2534 | 366.2534 | 366.2534 | 366.2534 | 366.2534 | 366.2534 |
Max Trade Drawdown | -158093 | -91313 | -151888 | -969212 | -493388 | -548087 |
Profit Factor | 2.9533 | 5.0099 | 0.86 | 1.0333 | 1.2535 | 0.8171 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.7515 | 6.6798 | 1.0411 | 1.3125 | 1.6714 | 0.9891 |
Largest Winning Trade | 918149 | 918149 | 50712 | 775076 | 775076 | 285308 |
Largest Losing Trade | -54383 | -54383 | -50705 | -511817 | -198738 | -511817 |
Avg Bars in Trades | 77 | 54 | 99 | 77 | 54 | 99 |
Avg Bars in Winners | 120 | 79 | 159 | 120 | 79 | 159 |
Avg Bars in Losers | 42 | 36 | 50 | 42 | 36 | 50 |
Bars Traded | 6482 | 2305 | 4177 | 6482 | 2305 | 4177 |
Profit Streak | 51.9684 | 57.9684 | 0 | 51.9684 | 57.9684 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498960 | 565266 | -580919 | -501278 | -234396 | -582586 |
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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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