Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521627.759 | 577279.654 | -55651.895 | -24524.4126 | 183105.1423 | -207629.5549 |
Total P&L (%) | 521.6278 | 577.2797 | -55.6519 | -24.5244 | 183.1051 | -207.6296 |
Avg Daily Profit (%) | 0.2842 | 0.3145 | -0.0303 | -0.0153 | 0.0567 | 0 |
Buy And Hold Return (%) | 83.9889 | 83.9889 | 83.9889 | 83.9889 | 83.9889 | 83.9889 |
Max Trade Drawdown | -284046 | -179944 | -141742 | -449700 | -264808 | -215209 |
Profit Factor | 1.8433 | 3.0543 | 0.8351 | 0.9655 | 1.4924 | 0.3893 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 43.3735 | 45.2381 | 41.4634 | 43.3735 | 45.2381 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.4066 | 3.6973 | 1.179 | 1.2606 | 1.8066 | 0.5496 |
Largest Winning Trade | 520284 | 520284 | 58065 | 383930 | 383930 | 29324 |
Largest Losing Trade | -67191 | -42028 | -67191 | -124440 | -124440 | -83203 |
Avg Bars in Trades | 63 | 64 | 61 | 63 | 64 | 61 |
Avg Bars in Winners | 91 | 83 | 100 | 91 | 83 | 100 |
Avg Bars in Losers | 41 | 49 | 34 | 41 | 49 | 34 |
Bars Traded | 5256 | 2721 | 2535 | 5256 | 2721 | 2535 |
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 | 283488 | 466506 | -582395 | -582965 | -122309 | -584062 |
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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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