Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844375.0828 | 830760.1206 | 13614.9621 | -1709.3102 | 377429.0111 | -379138.3213 |
Total P&L (%) | 844.3751 | 830.7601 | 13.615 | -1.7093 | 377.429 | -379.1383 |
Avg Daily Profit (%) | 0.3658 | 0.3599 | 0.0059 | -0.0007 | 0.0678 | 0 |
Buy And Hold Return (%) | 89.1089 | 89.1089 | 89.1089 | 89.1089 | 89.1089 | 89.1089 |
Max Trade Drawdown | -174364 | -156374 | -156294 | -557608 | -544303 | -707007 |
Profit Factor | 2.0116 | 3.2125 | 1.0296 | 0.9991 | 1.4811 | 0.636 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 49.4253 | 46.5116 | 52.2727 | 49.4253 | 46.5116 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.0584 | 3.6943 | 0.9401 | 1.0223 | 1.7033 | 0.5807 |
Largest Winning Trade | 439382 | 439382 | 65528 | 326708 | 326708 | 127694 |
Largest Losing Trade | -84721 | -61783 | -84721 | -486464 | -170772 | -486464 |
Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Winners | 55 | 50 | 58 | 55 | 50 | 58 |
Avg Bars in Losers | 39 | 51 | 25 | 39 | 51 | 25 |
Bars Traded | 4101 | 2207 | 1894 | 4101 | 2207 | 1894 |
Profit Streak | 26.4345 | 0 | 111.4345 | 26.4345 | 0 | 111.4345 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497818 | 512609 | -538987 | -578560 | -103482 | -579467 |
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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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