Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597911.078 | 614550.07 | -16638.992 | 103015.2013 | 493381.9494 | -390366.7481 |
Total P&L (%) | 597.9111 | 614.5501 | -16.639 | 103.0152 | 493.3819 | -390.3667 |
Avg Daily Profit (%) | 0.3024 | 0.3108 | -0.0084 | 0.0358 | 0.0901 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156959 | -101426 | -173321 | -455450 | -218447 | -525317 |
Profit Factor | 1.7685 | 2.66 | 0.9592 | 1.0652 | 1.7864 | 0.59 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 40.2439 | 34.1463 | 46.3415 | 40.2439 | 34.1463 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.626 | 5.13 | 1.1107 | 1.5817 | 3.4452 | 0.6831 |
Largest Winning Trade | 320074 | 320074 | 83654 | 282299 | 282299 | 180630 |
Largest Losing Trade | -53378 | -30115 | -53378 | -176276 | -85342 | -176276 |
Avg Bars in Trades | 44 | 36 | 52 | 44 | 36 | 52 |
Avg Bars in Winners | 70 | 58 | 79 | 70 | 58 | 79 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 3674 | 1512 | 2162 | 3674 | 1512 | 2162 |
Profit Streak | 634.1206 | 634.1206 | 650.1206 | 634.1206 | 634.1206 | 650.1206 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 23483 | 306429 | -579915 | -304337 | -74848 | -581582 |
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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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