Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368520.1861 | 307203.4997 | 61316.6864 | 227013.9649 | 618737.2485 | -391723.2836 |
Total P&L (%) | 368.5202 | 307.2035 | 61.3167 | 227.014 | 618.7372 | -391.7233 |
Avg Daily Profit (%) | 0.2039 | 0.17 | 0.0339 | 0.0656 | 0.1092 | 0 |
Buy And Hold Return (%) | 125.8777 | 125.8777 | 125.8777 | 125.8777 | 125.8777 | 125.8777 |
Max Trade Drawdown | -95156 | -72857 | -77495 | -781955 | -523890 | -707858 |
Profit Factor | 1.8236 | 2.56 | 1.2447 | 1.0979 | 1.6817 | 0.7226 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 53.012 | 51.2195 | 54.7619 | 53.012 | 51.2195 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.6163 | 2.4381 | 1.0282 | 0.9731 | 1.6017 | 0.5969 |
Largest Winning Trade | 204553 | 204553 | 60970 | 621261 | 621261 | 203574 |
Largest Losing Trade | -33975 | -33975 | -25359 | -207884 | -198708 | -207884 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 47 | 33 | 59 | 47 | 33 | 59 |
Avg Bars in Losers | 29 | 33 | 25 | 29 | 33 | 25 |
Bars Traded | 3224 | 1379 | 1845 | 3224 | 1379 | 1845 |
Profit Streak | 0 | 34.5688 | 0 | 0 | 34.5688 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253867 | 341278 | -312933 | -228976 | -43813 | -580117 |
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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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