Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112223.0612 | 1139453.0816 | -27230.0205 | 506116.3569 | 804305.1211 | -298188.7643 |
Total P&L (%) | 1112.2231 | 1139.4531 | -27.23 | 506.1164 | 804.3051 | -298.1888 |
Avg Daily Profit (%) | 0.6089 | 0.6238 | -0.0149 | 0.0987 | 0.1206 | 0 |
Buy And Hold Return (%) | 688.2944 | 688.2944 | 688.2944 | 688.2944 | 688.2944 | 688.2944 |
Max Trade Drawdown | -164590 | -120794 | -153209 | -983382 | -745238 | -511956 |
Profit Factor | 2.5753 | 4.3632 | 0.9258 | 1.1688 | 1.4904 | 0.7806 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 42.1687 | 43.9024 | 40.4762 | 42.1687 | 43.9024 | 40.4762 |
Ratio Avg Win / Avg Loss | 3.5319 | 5.5752 | 1.3615 | 1.6029 | 1.9044 | 1.1479 |
Largest Winning Trade | 641311 | 641311 | 71640 | 690117 | 690117 | 232079 |
Largest Losing Trade | -52926 | -42516 | -52926 | -356828 | -356828 | -202027 |
Avg Bars in Trades | 128 | 111 | 145 | 128 | 111 | 145 |
Avg Bars in Winners | 192 | 156 | 230 | 192 | 156 | 230 |
Avg Bars in Losers | 81 | 75 | 88 | 81 | 75 | 88 |
Bars Traded | 10674 | 4554 | 6120 | 10674 | 4554 | 6120 |
Profit Streak | 0 | 174.7765 | 0 | 0 | 174.7765 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 96134 | 317592 | -582771 | -264683 | -143525 | -582771 |
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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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