Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1286739.3565 | 1385479.7346 | -98740.3781 | -35445.0885 | 382973.8322 | -418418.9206 |
Total P&L (%) | 1286.7394 | 1385.4797 | -98.7404 | -35.4451 | 382.9738 | -418.4189 |
Avg Daily Profit (%) | 0.5661 | 0.6095 | -0.0434 | -0.0193 | 0.0693 | 0 |
Buy And Hold Return (%) | 230.4778 | 230.4778 | 230.4778 | 230.4778 | 230.4778 | 230.4778 |
Max Trade Drawdown | -198388 | -138305 | -113417 | -1673864 | -913205 | -760658 |
Profit Factor | 2.8539 | 4.4826 | 0.6667 | 0.9875 | 1.2392 | 0.6631 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 51.2195 | 41.4634 | 60.9756 | 51.2195 | 41.4634 | 60.9756 |
Ratio Avg Win / Avg Loss | 2.718 | 6.3284 | 0.4267 | 0.9405 | 1.7495 | 0.4244 |
Largest Winning Trade | 1178190 | 1178190 | 32923 | 935077 | 935077 | 321643 |
Largest Losing Trade | -65350 | -51239 | -65350 | -439943 | -439943 | -257808 |
Avg Bars in Trades | 80 | 138 | 22 | 80 | 138 | 22 |
Avg Bars in Winners | 96 | 201 | 25 | 96 | 201 | 25 |
Avg Bars in Losers | 63 | 94 | 16 | 63 | 94 | 16 |
Bars Traded | 6606 | 5696 | 910 | 6606 | 5696 | 910 |
Profit Streak | 9.228 | 0 | 94.8947 | 9.228 | 0 | 94.8947 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277836 | 540376 | -578482 | -588730 | -112002 | -578482 |
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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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