Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880136.3228 | 904544.3275 | -24408.0047 | 97531.3299 | 302967.8061 | -205436.4763 |
Total P&L (%) | 880.1363 | 904.5443 | -24.408 | 97.5313 | 302.9678 | -205.4365 |
Avg Daily Profit (%) | 0.48 | 0.4933 | -0.0133 | 0.0371 | 0.076 | 0 |
Buy And Hold Return (%) | 85.8714 | 85.8714 | 85.8714 | 85.8714 | 85.8714 | 85.8714 |
Max Trade Drawdown | -199625 | -150729 | -64674 | -1128939 | -810027 | -380819 |
Profit Factor | 2.484 | 3.53 | 0.8964 | 1.0374 | 1.1885 | 0.794 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 42.1687 | 43.9024 | 40.4762 | 42.1687 | 43.9024 | 40.4762 |
Ratio Avg Win / Avg Loss | 3.4066 | 4.5105 | 1.3182 | 1.4228 | 1.5186 | 1.1676 |
Largest Winning Trade | 859252 | 859252 | 32729 | 928883 | 928883 | 183228 |
Largest Losing Trade | -41490 | -41490 | -20103 | -330531 | -330531 | -190541 |
Avg Bars in Trades | 130 | 217 | 45 | 130 | 217 | 45 |
Avg Bars in Winners | 193 | 320 | 60 | 193 | 320 | 60 |
Avg Bars in Losers | 83 | 136 | 34 | 83 | 136 | 34 |
Bars Traded | 10792 | 8900 | 1893 | 10792 | 8900 | 1893 |
Profit Streak | 0 | 170.177 | 0 | 0 | 170.177 | 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 | 390309 | 572179 | -582771 | -450492 | -107534 | -582771 |
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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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