Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715425.9167 | 772459.7172 | -57033.8005 | -42777.2275 | 431979.9866 | -474757.2141 |
Total P&L (%) | 715.4259 | 772.4597 | -57.0338 | -42.7772 | 431.98 | -474.7572 |
Avg Daily Profit (%) | 0.384 | 0.4146 | -0.0306 | -0.03 | 0.0897 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234861 | -161566 | -155607 | -737439 | -291451 | -495817 |
Profit Factor | 2.1768 | 3.759 | 0.8261 | 0.9558 | 2.1591 | 0.2021 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.7814 | 4.8032 | 1.0556 | 1.2213 | 2.7589 | 0.2582 |
Largest Winning Trade | 711356 | 711356 | 73612 | 666633 | 666633 | 32974 |
Largest Losing Trade | -66767 | -66767 | -48685 | -370181 | -127635 | -370181 |
Avg Bars in Trades | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Winners | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 5260 | 2672 | 2587 | 5260 | 2672 | 2587 |
Profit Streak | 89.4084 | 90.4084 | 89.4084 | 89.4084 | 90.4084 | 89.4084 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 142701 | 553707 | -580888 | -588898 | -70418 | -582554 |
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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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