Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933634.7437 | 907201.9411 | 26432.8027 | 429875.7145 | 815978.7077 | -386102.9932 |
Total P&L (%) | 933.6347 | 907.2019 | 26.4328 | 429.8757 | 815.9787 | -386.103 |
Avg Daily Profit (%) | 0.4971 | 0.483 | 0.0141 | 0.0888 | 0.118 | 0 |
Buy And Hold Return (%) | 64.8511 | 64.8511 | 64.8511 | 64.8511 | 64.8511 | 64.8511 |
Max Trade Drawdown | -262685 | -126270 | -143557 | -616742 | -123770 | -202865 |
Profit Factor | 2.3174 | 3.3605 | 1.0815 | 1.4884 | 4.1424 | 0.3778 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 47.1264 | 43.1818 | 51.1628 | 47.1264 | 43.1818 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.6 | 4.4217 | 1.0323 | 1.6699 | 5.4505 | 0.3606 |
Largest Winning Trade | 527638 | 527638 | 61204 | 527638 | 527638 | 87687 |
Largest Losing Trade | -53045 | -43409 | -53045 | -332934 | -55342 | -332934 |
Avg Bars in Trades | 80 | 98 | 61 | 80 | 98 | 61 |
Avg Bars in Winners | 109 | 151 | 73 | 109 | 151 | 73 |
Avg Bars in Losers | 53 | 58 | 48 | 53 | 58 | 48 |
Bars Traded | 6968 | 4336 | 2632 | 6968 | 4336 | 2632 |
Profit Streak | 84.6423 | 123.1423 | 0 | 84.6423 | 123.1423 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527849 | 534777 | -470513 | -72612 | -29932 | -580576 |
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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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