Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1588748.7835 | 1591363.3985 | -2614.615 | 39389.8531 | 79372.4147 | -39982.5616 |
Total P&L (%) | 1588.7488 | 1591.3634 | -2.6146 | 39.3899 | 79.3724 | -39.9826 |
Avg Daily Profit (%) | 0.8582 | 0.8597 | -0.0014 | 0.0179 | 0.0316 | -0.0276 |
Buy And Hold Return (%) | 51.797 | 51.797 | 51.797 | 51.797 | 51.797 | 51.797 |
Max Trade Drawdown | -225587 | -211328 | -28065 | -3346900 | -3265474 | -286921 |
Profit Factor | 4.0375 | 4.388 | 0.951 | 1.007 | 1.0157 | 0.9321 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 45.2381 | 40.4762 | 50 | 45.2381 | 40.4762 | 50 |
Ratio Avg Win / Avg Loss | 4.8875 | 6.4529 | 0.951 | 1.219 | 1.4936 | 0.9321 |
Largest Winning Trade | 1555719 | 1555719 | 7932 | 2550832 | 2550832 | 146872 |
Largest Losing Trade | -43888 | -43888 | -18738 | -958973 | -958973 | -232647 |
Avg Bars in Trades | 260 | 515 | 6 | 260 | 515 | 6 |
Avg Bars in Winners | 284 | 628 | 5 | 284 | 628 | 5 |
Avg Bars in Losers | 241 | 438 | 7 | 241 | 438 | 7 |
Bars Traded | 21917 | 21639 | 277 | 21917 | 21639 | 277 |
Profit Streak | 5.887 | 0 | 11.8036 | 5.887 | 0 | 11.8036 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 697596 | 608525 | -579830 | -548457 | -367684 | -579830 |
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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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