Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1465937.0538 | 1629098.7802 | -163161.7265 | -99534.666 | -59149.5301 | -40385.136 |
Total P&L (%) | 1465.9371 | 1629.0988 | -163.1617 | -99.5347 | -59.1495 | -40.3851 |
Avg Daily Profit (%) | 0.6625 | 0.7363 | -0.0737 | -0.2424 | -0.0405 | -0.0234 |
Buy And Hold Return (%) | 378.8925 | 378.8925 | 378.8925 | 378.8925 | 378.8925 | 378.8925 |
Max Trade Drawdown | -266110 | -127084 | -252472 | -144476 | -81667 | -65187 |
Profit Factor | 3.0888 | 5.9767 | 0.5643 | 0.3383 | 0.2975 | 0.3901 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 44.186 | 44.186 | 44.186 | 44.186 | 44.186 | 44.186 |
Ratio Avg Win / Avg Loss | 3.9016 | 7.5496 | 0.7128 | 0.4273 | 0.3758 | 0.4928 |
Largest Winning Trade | 1818098 | 1818098 | 41604 | 24588 | 20089 | 24588 |
Largest Losing Trade | -98849 | -54910 | -98849 | -47696 | -47696 | -31333 |
Avg Bars in Trades | 71 | 55 | 87 | 71 | 55 | 87 |
Avg Bars in Winners | 104 | 84 | 125 | 104 | 84 | 125 |
Avg Bars in Losers | 44 | 32 | 56 | 44 | 32 | 56 |
Bars Traded | 6112 | 2370 | 3742 | 6112 | 2370 | 3742 |
Profit Streak | 0 | 28.5421 | 0 | 0 | 28.5421 | 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 | 486804 | 630243 | -582988 | -582809 | -582447 | -582988 |
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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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