Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937671.6817 | 1006121.2928 | -68449.6111 | 99846.3396 | 558488.9614 | -458642.6218 |
Total P&L (%) | 937.6717 | 1006.1213 | -68.4496 | 99.8463 | 558.489 | -458.6426 |
Avg Daily Profit (%) | 0.5092 | 0.5464 | -0.0372 | 0.0376 | 0.1024 | 0 |
Buy And Hold Return (%) | 533.0337 | 533.0337 | 533.0337 | 533.0337 | 533.0337 | 533.0337 |
Max Trade Drawdown | -163004 | -83452 | -172571 | -585879 | -204710 | -498825 |
Profit Factor | 2.2921 | 4.2233 | 0.8345 | 1.0733 | 2.0502 | 0.4482 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 42.5 | 47.5 | 37.5 | 42.5 | 47.5 | 37.5 |
Ratio Avg Win / Avg Loss | 3.1011 | 4.6679 | 1.3908 | 1.4521 | 2.266 | 0.747 |
Largest Winning Trade | 610674 | 610674 | 78954 | 536148 | 536148 | 97385 |
Largest Losing Trade | -77733 | -36547 | -77733 | -276717 | -164033 | -276717 |
Avg Bars in Trades | 272 | 257 | 287 | 272 | 257 | 287 |
Avg Bars in Winners | 424 | 372 | 489 | 424 | 372 | 489 |
Avg Bars in Losers | 160 | 152 | 166 | 160 | 152 | 166 |
Bars Traded | 21793 | 10295 | 11498 | 21793 | 10295 | 11498 |
Profit Streak | 33.7839 | 37.1172 | 0 | 33.7839 | 37.1172 | 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 | -19603 | 366663 | -583944 | -474542 | -203275 | -585610 |
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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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