Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756359.7116 | 833757.3769 | -77397.6654 | -72204.5929 | 513389.82 | -585594.4129 |
Total P&L (%) | 756.3597 | 833.7574 | -77.3977 | -72.2046 | 513.3898 | -585.5944 |
Avg Daily Profit (%) | 0.3941 | 0.4345 | -0.0403 | -0.0667 | 0.0946 | 0 |
Buy And Hold Return (%) | 65.9852 | 65.9852 | 65.9852 | 65.9852 | 65.9852 | 65.9852 |
Max Trade Drawdown | -274341 | -211544 | -162802 | -1513024 | -937612 | -683355 |
Profit Factor | 2.3055 | 3.7486 | 0.7196 | 0.9708 | 1.4164 | 0.5268 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 48.7805 | 46.3415 | 51.2195 | 48.7805 | 46.3415 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.4207 | 4.3404 | 0.6853 | 1.0193 | 1.64 | 0.5017 |
Largest Winning Trade | 991892 | 991892 | 27972 | 1386168 | 1386168 | 132024 |
Largest Losing Trade | -49848 | -46933 | -49848 | -410659 | -380916 | -410659 |
Avg Bars in Trades | 43 | 37 | 49 | 43 | 37 | 49 |
Avg Bars in Winners | 49 | 38 | 59 | 49 | 38 | 59 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 3560 | 1540 | 2020 | 3560 | 1540 | 2020 |
Profit Streak | 0 | 33.6977 | 0 | 0 | 33.6977 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 174058 | 578642 | -580584 | -588363 | -65243 | -580584 |
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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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