Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851345.0797 | 888108.4204 | -36763.3407 | 44620.7422 | 353696.9143 | -309076.1721 |
Total P&L (%) | 851.3451 | 888.1084 | -36.7633 | 44.6207 | 353.6969 | -309.0762 |
Avg Daily Profit (%) | 0.4626 | 0.4825 | -0.02 | 0.02 | 0.0822 | 0 |
Buy And Hold Return (%) | 173.2814 | 173.2814 | 173.2814 | 173.2814 | 173.2814 | 173.2814 |
Max Trade Drawdown | -293518 | -222794 | -82316 | -990965 | -668440 | -323130 |
Profit Factor | 2.6654 | 3.6315 | 0.7884 | 1.0359 | 1.4394 | 0.2923 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 40.4494 | 42.2222 | 38.6364 | 40.4494 | 42.2222 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.924 | 4.9694 | 1.2521 | 1.5251 | 1.9697 | 0.4642 |
Largest Winning Trade | 928082 | 928082 | 31294 | 928082 | 928082 | 33840 |
Largest Losing Trade | -31435 | -31435 | -19884 | -176067 | -176067 | -80246 |
Avg Bars in Trades | 80 | 137 | 20 | 80 | 137 | 20 |
Avg Bars in Winners | 91 | 146 | 29 | 91 | 146 | 29 |
Avg Bars in Losers | 72 | 131 | 15 | 72 | 131 | 15 |
Bars Traded | 7123 | 6205 | 917 | 7123 | 6205 | 917 |
Profit Streak | 10.6268 | 10.6268 | 57.1268 | 10.6268 | 10.6268 | 57.1268 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416740 | 492644 | -582214 | -514117 | -90084 | -583880 |
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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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