Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2133709.7048 | 2300099.0603 | -166389.3556 | -100762.9521 | -43151.6862 | -57611.2659 |
Total P&L (%) | 2133.7097 | 2300.0991 | -166.3894 | -100.763 | -43.1517 | -57.6113 |
Avg Daily Profit (%) | 0.9633 | 1.0384 | -0.0751 | 0 | -0.0255 | -0.0387 |
Buy And Hold Return (%) | 213.5047 | 213.5047 | 213.5047 | 213.5047 | 213.5047 | 213.5047 |
Max Trade Drawdown | -213679 | -119537 | -229357 | -90413 | -48259 | -42388 |
Profit Factor | 3.8481 | 7.8527 | 0.5976 | 0.1349 | 0.1308 | 0.138 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 40 | 19 | 21 | 42 | 22 | 20 |
Losing Trades | 43 | 22 | 21 | 41 | 19 | 22 |
Profitability (%) | 48.1928 | 46.3415 | 50 | 50.6024 | 53.6585 | 47.619 |
Ratio Avg Win / Avg Loss | 4.1367 | 9.0926 | 0.5976 | 0.1317 | 0.113 | 0.1518 |
Largest Winning Trade | 2447100 | 2447100 | 38465 | 4342 | 2566 | 4342 |
Largest Losing Trade | -101235 | -50417 | -101235 | -42537 | -42537 | -42350 |
Avg Bars in Trades | 50 | 47 | 54 | 50 | 47 | 54 |
Avg Bars in Winners | 69 | 63 | 73 | 27 | 30 | 25 |
Avg Bars in Losers | 33 | 33 | 34 | 74 | 67 | 80 |
Bars Traded | 4215 | 1943 | 2272 | 4215 | 1943 | 2272 |
Profit Streak | 19.1266 | 20.1266 | 19.1266 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 696343 | 758493 | -580175 | -581699 | -579990 | -581382 |
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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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