Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910683.3916 | 1025242.6295 | -114559.2379 | -128572.4934 | 50322.9798 | -178895.4732 |
Total P&L (%) | 910.6834 | 1025.2426 | -114.5592 | -128.5725 | 50.323 | -178.8955 |
Avg Daily Profit (%) | 0.5101 | 0.5743 | -0.0642 | 0 | 0.0228 | 0 |
Buy And Hold Return (%) | 318.8667 | 318.8667 | 318.8667 | 318.8667 | 318.8667 | 318.8667 |
Max Trade Drawdown | -305547 | -144991 | -178022 | -238567 | -51382 | -33348 |
Profit Factor | 2.0939 | 3.8105 | 0.7551 | 0.6532 | 1.5387 | 0.355 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 34 | 16 | 18 | 51 | 28 | 23 |
Losing Trades | 51 | 27 | 24 | 34 | 15 | 19 |
Profitability (%) | 40 | 37.2093 | 42.8571 | 60 | 65.1163 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.1408 | 6.4303 | 1.0068 | 0.4355 | 0.8243 | 0.2933 |
Largest Winning Trade | 965915 | 965915 | 60320 | 74208 | 74208 | 53361 |
Largest Losing Trade | -126162 | -35939 | -126162 | -219786 | -25650 | -219786 |
Avg Bars in Trades | 80 | 86 | 73 | 80 | 86 | 73 |
Avg Bars in Winners | 120 | 117 | 123 | 55 | 70 | 36 |
Avg Bars in Losers | 53 | 68 | 36 | 117 | 116 | 118 |
Bars Traded | 6824 | 3724 | 3100 | 6824 | 3724 | 3100 |
Profit Streak | 0 | 0 | 0 | 57.9361 | 57.9361 | 88.1861 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279676 | 371390 | -581845 | -577997 | -325690 | -579559 |
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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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