Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582471.7656 | 690804.4337 | -108332.6681 | -67247.1728 | -32055.4651 | -35191.7077 |
Total P&L (%) | 582.4718 | 690.8044 | -108.3327 | -67.2472 | -32.0555 | -35.1917 |
Avg Daily Profit (%) | 0.2623 | 0.3111 | -0.0488 | -0.0503 | -0.0174 | -0.0195 |
Buy And Hold Return (%) | 181.1614 | 181.1614 | 181.1614 | 181.1614 | 181.1614 | 181.1614 |
Max Trade Drawdown | -222318 | -91910 | -255268 | -113671 | -64463 | -82334 |
Profit Factor | 1.7499 | 3.0288 | 0.7517 | 0.7905 | 0.8128 | 0.765 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 43.3735 | 41.4634 | 45.2381 | 43.3735 | 41.4634 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.2846 | 4.276 | 0.9099 | 1.0321 | 1.1475 | 0.9261 |
Largest Winning Trade | 659841 | 659841 | 35479 | 45729 | 45729 | 20617 |
Largest Losing Trade | -45499 | -42541 | -45499 | -35859 | -34326 | -35859 |
Avg Bars in Trades | 103 | 140 | 67 | 103 | 140 | 67 |
Avg Bars in Winners | 93 | 102 | 84 | 93 | 102 | 84 |
Avg Bars in Losers | 111 | 167 | 52 | 111 | 167 | 52 |
Bars Traded | 8600 | 5780 | 2820 | 8600 | 5780 | 2820 |
Profit Streak | 0 | 12.4581 | 0 | 0 | 12.4581 | 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 | 184089 | 349813 | -582586 | -582965 | -581779 | -582586 |
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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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