Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312668.8384 | 1324830.4811 | -12161.6427 | -26349.4959 | 26809.3028 | -53158.7987 |
Total P&L (%) | 1312.6688 | 1324.8305 | -12.1616 | -26.3495 | 26.8093 | -53.1588 |
Avg Daily Profit (%) | 0.5563 | 0.5615 | -0.0052 | -0.013 | 0.0101 | -0.0321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179696 | -134402 | -100885 | -1023732 | -726056 | -554241 |
Profit Factor | 2.7625 | 5.2419 | 0.9719 | 0.9909 | 1.0197 | 0.9655 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 48.1928 | 47.619 | 48.7805 | 48.1928 | 47.619 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.9697 | 5.766 | 1.0205 | 1.0652 | 1.1217 | 1.0138 |
Largest Winning Trade | 1341911 | 1341911 | 68065 | 628273 | 628273 | 406794 |
Largest Losing Trade | -66748 | -34025 | -66748 | -341474 | -318626 | -341474 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 64 | 53 | 75 | 64 | 53 | 75 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 4427 | 1980 | 2447 | 4427 | 1980 | 2447 |
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 | 517491 | 655815 | -579549 | -581091 | -382488 | -579549 |
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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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