Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775491.8483 | 797951.4589 | -22459.6106 | 172534.4536 | 1708576.3394 | -1536041.8858 |
Total P&L (%) | 775.4918 | 797.9515 | -22.4596 | 172.5345 | 1708.5763 | -1536.0419 |
Avg Daily Profit (%) | 0.41 | 0.4219 | -0.0119 | 0.053 | 0.1532 | 0 |
Buy And Hold Return (%) | 225.1375 | 225.1375 | 225.1375 | 225.1375 | 225.1375 | 225.1375 |
Max Trade Drawdown | -219045 | -186292 | -40933 | -6905014 | -5163797 | -1818775 |
Profit Factor | 2.3571 | 2.7836 | 0.8189 | 1.018 | 1.2397 | 0.3813 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 40.9639 | 36.5854 | 45.2381 | 40.9639 | 36.5854 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.3971 | 4.825 | 0.9913 | 1.4671 | 2.1488 | 0.4616 |
Largest Winning Trade | 439910 | 439910 | 16722 | 5789135 | 5789135 | 185495 |
Largest Losing Trade | -68734 | -68734 | -24423 | -2175057 | -2175057 | -1735299 |
Avg Bars in Trades | 66 | 131 | 1 | 66 | 131 | 1 |
Avg Bars in Winners | 108 | 242 | 2 | 108 | 242 | 2 |
Avg Bars in Losers | 36 | 67 | 1 | 36 | 67 | 1 |
Bars Traded | 5479 | 5400 | 79 | 5479 | 5400 | 79 |
Profit Streak | 0 | 186.6813 | 0 | 0 | 186.6813 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245329 | 302800 | -582308 | -493455 | 153207 | -582308 |
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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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