Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823661.6748 | 796093.4485 | 27568.2263 | -264129.8347 | -35972.2601 | -228157.5745 |
Total P&L (%) | 823.6617 | 796.0934 | 27.5682 | -264.1298 | -35.9723 | -228.1576 |
Avg Daily Profit (%) | 0.3652 | 0.353 | 0.0122 | 0 | -0.0198 | 0 |
Buy And Hold Return (%) | 358.2924 | 358.2924 | 358.2924 | 358.2924 | 358.2924 | 358.2924 |
Max Trade Drawdown | -185779 | -66120 | -253012 | -302044 | -136287 | -243473 |
Profit Factor | 2.167 | 3.6863 | 1.0673 | 0.6566 | 0.9008 | 0.4388 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 23 | 27 | 30 | 17 | 13 |
Losing Trades | 32 | 18 | 14 | 52 | 24 | 28 |
Profitability (%) | 60.9756 | 56.0976 | 65.8537 | 36.5854 | 41.4634 | 31.7073 |
Ratio Avg Win / Avg Loss | 1.3869 | 2.885 | 0.5534 | 1.1382 | 1.2717 | 0.9452 |
Largest Winning Trade | 263339 | 263339 | 62787 | 84959 | 52786 | 84959 |
Largest Losing Trade | -119955 | -38488 | -119955 | -81391 | -63554 | -81391 |
Avg Bars in Trades | 105 | 127 | 83 | 105 | 127 | 83 |
Avg Bars in Winners | 104 | 112 | 98 | 99 | 136 | 49 |
Avg Bars in Losers | 106 | 146 | 55 | 109 | 120 | 99 |
Bars Traded | 8650 | 5229 | 3421 | 8650 | 5229 | 3421 |
Profit Streak | 33.0627 | 33.0627 | 315.5627 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 69751 | 436847 | -486916 | -593105 | -582395 | -587856 |
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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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