Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599965.6 | 599749.9397 | 215.6603 | 157578.8687 | -42916.1414 | 200495.0101 |
Total P&L (%) | 599.9656 | 599.7499 | 0.2157 | 157.5789 | -42.9161 | 200.495 |
Avg Daily Profit (%) | 0.3361 | 0.3359 | 0.0001 | 0.053 | -0.0314 | 0.0617 |
Buy And Hold Return (%) | 209.9074 | 209.9074 | 209.9074 | 209.9074 | 209.9074 | 209.9074 |
Max Trade Drawdown | -134147 | -115001 | -216241 | -1087667 | -933501 | -454498 |
Profit Factor | 1.9448 | 3.1383 | 1.0006 | 1.0551 | 0.9718 | 1.1494 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.485 | 4.01 | 1.2786 | 1.3481 | 1.2417 | 1.4687 |
Largest Winning Trade | 255728 | 255728 | 68919 | 243990 | 243990 | 196563 |
Largest Losing Trade | -76960 | -43056 | -76960 | -260300 | -245653 | -260300 |
Avg Bars in Trades | 83 | 62 | 104 | 83 | 62 | 104 |
Avg Bars in Winners | 135 | 85 | 185 | 135 | 85 | 185 |
Avg Bars in Losers | 43 | 44 | 41 | 43 | 44 | 41 |
Bars Traded | 6876 | 2573 | 4303 | 6876 | 2573 | 4303 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1491 | 346428 | -580616 | -459014 | -581446 | -334863 |
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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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