Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519762.8471 | 462672.3497 | 57090.4974 | 317894.3387 | 815620.9151 | -497726.5763 |
Total P&L (%) | 519.7628 | 462.6724 | 57.0905 | 317.8943 | 815.6209 | -497.7266 |
Avg Daily Profit (%) | 0.2628 | 0.234 | 0.0289 | 0.0723 | 0.112 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208583 | -160703 | -117231 | -2637176 | -1992695 | -1405194 |
Profit Factor | 1.841 | 2.5602 | 1.1776 | 1.0541 | 1.2712 | 0.8268 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 42.6829 | 41.4634 | 43.9024 | 42.6829 | 41.4634 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.4722 | 3.6144 | 1.5047 | 1.4154 | 1.7946 | 1.0565 |
Largest Winning Trade | 164748 | 164748 | 65854 | 1115711 | 1014438 | 1115711 |
Largest Losing Trade | -62953 | -43554 | -62953 | -1223852 | -1223852 | -1018272 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 79 | 71 | 87 | 79 | 71 | 87 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 3836 | 1683 | 2153 | 3836 | 1683 | 2153 |
Profit Streak | 0 | 0 | 664.7413 | 0 | 0 | 664.7413 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 16025 | 342311 | -180608 | -269044 | -45262 | -580489 |
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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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