Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634260.5855 | 647392.2002 | -13131.6147 | 123497.6697 | 357361.0928 | -233863.4231 |
Total P&L (%) | 634.2606 | 647.3922 | -13.1316 | 123.4977 | 357.3611 | -233.8634 |
Avg Daily Profit (%) | 0.3443 | 0.3515 | -0.0071 | 0.0437 | 0.0826 | 0 |
Buy And Hold Return (%) | 175.021 | 175.021 | 175.021 | 175.021 | 175.021 | 175.021 |
Max Trade Drawdown | -131335 | -121026 | -95661 | -469936 | -329570 | -228529 |
Profit Factor | 2.0787 | 3.4729 | 0.9597 | 1.0898 | 1.5927 | 0.697 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 45.8824 | 46.5116 | 45.2381 | 45.8824 | 46.5116 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.4518 | 3.9939 | 1.1618 | 1.2854 | 1.8317 | 0.8438 |
Largest Winning Trade | 564799 | 564799 | 61003 | 449388 | 449388 | 99782 |
Largest Losing Trade | -49229 | -42104 | -49229 | -194179 | -194179 | -161965 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 3516 | 1594 | 1922 | 3516 | 1594 | 1922 |
Profit Streak | 0 | 0 | 85.2279 | 0 | 0 | 85.2279 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334542 | 438460 | -580361 | -423448 | -87644 | -582028 |
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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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