Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679389.6595 | 679344.2934 | 45.3661 | 303391.6296 | 424463.1763 | -121071.5467 |
Total P&L (%) | 679.3897 | 679.3443 | 0.0454 | 303.3916 | 424.4632 | -121.0715 |
Avg Daily Profit (%) | 0.3673 | 0.3673 | 0 | 0.0754 | 0.0896 | 0 |
Buy And Hold Return (%) | 116.9267 | 116.9267 | 116.9267 | 116.9267 | 116.9267 | 116.9267 |
Max Trade Drawdown | -94245 | -65119 | -69742 | -724445 | -357611 | -454404 |
Profit Factor | 2.2591 | 3.7877 | 1.0002 | 1.1226 | 1.3744 | 0.9097 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 32.0988 | 31.7073 | 32.5 | 32.0988 | 31.7073 | 32.5 |
Ratio Avg Win / Avg Loss | 4.7789 | 8.1582 | 2.0772 | 2.3747 | 2.9603 | 1.8894 |
Largest Winning Trade | 607122 | 607122 | 48822 | 428647 | 428647 | 369996 |
Largest Losing Trade | -29376 | -20924 | -29376 | -212045 | -155497 | -212045 |
Avg Bars in Trades | 258 | 252 | 265 | 258 | 252 | 265 |
Avg Bars in Winners | 579 | 532 | 626 | 579 | 532 | 626 |
Avg Bars in Losers | 107 | 122 | 92 | 107 | 122 | 92 |
Bars Traded | 20978 | 10343 | 10635 | 20978 | 10343 | 10635 |
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 | -10264 | 306082 | -584575 | -203476 | -81261 | -584777 |
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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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