Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693576.3581 | 677423.0468 | 16153.3113 | 319858.9059 | 262763.558 | 57095.3479 |
Total P&L (%) | 693.5764 | 677.423 | 16.1533 | 319.8589 | 262.7636 | 57.0953 |
Avg Daily Profit (%) | 0.3782 | 0.3694 | 0.0088 | 0.0783 | 0.0703 | 0.0246 |
Buy And Hold Return (%) | 183.1172 | 183.1172 | 183.1172 | 183.1172 | 183.1172 | 183.1172 |
Max Trade Drawdown | -86190 | -86926 | -58985 | -361872 | -359139 | -272710 |
Profit Factor | 2.5067 | 4.1709 | 1.0655 | 1.1883 | 1.3184 | 1.0654 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 46.9136 | 46.3415 | 47.5 | 46.9136 | 46.3415 | 47.5 |
Ratio Avg Win / Avg Loss | 2.8365 | 4.8295 | 1.1776 | 1.3447 | 1.5266 | 1.1775 |
Largest Winning Trade | 643701 | 643701 | 48377 | 295012 | 295012 | 206104 |
Largest Losing Trade | -36757 | -25822 | -36757 | -234470 | -100967 | -234470 |
Avg Bars in Trades | 86 | 77 | 95 | 86 | 77 | 95 |
Avg Bars in Winners | 131 | 109 | 153 | 131 | 109 | 153 |
Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
Bars Traded | 6982 | 3160 | 3822 | 6982 | 3160 | 3822 |
Profit Streak | 91.5204 | 96.0204 | 0 | 91.5204 | 96.0204 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4991 | 480807 | -496285 | -127298 | -129060 | -475278 |
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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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