Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935164.1395 | 944611.3965 | -9447.257 | 514313.097 | 1268546.1876 | -754233.0906 |
Total P&L (%) | 935.1641 | 944.6114 | -9.4473 | 514.3131 | 1268.5462 | -754.2331 |
Avg Daily Profit (%) | 0.5159 | 0.5211 | -0.0052 | 0.1002 | 0.1444 | 0 |
Buy And Hold Return (%) | 501.1068 | 501.1068 | 501.1068 | 501.1068 | 501.1068 | 501.1068 |
Max Trade Drawdown | -84412 | -64080 | -119570 | -869067 | -538466 | -827190 |
Profit Factor | 2.4977 | 4.9547 | 0.9755 | 1.1406 | 1.9883 | 0.6824 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 40.9639 | 41.4634 | 40.4762 | 40.9639 | 41.4634 | 40.4762 |
Ratio Avg Win / Avg Loss | 3.5996 | 6.9948 | 1.4346 | 1.6438 | 2.807 | 1.0036 |
Largest Winning Trade | 557875 | 557875 | 75337 | 629636 | 629636 | 326026 |
Largest Losing Trade | -72089 | -19776 | -72089 | -572105 | -187050 | -572105 |
Avg Bars in Trades | 258 | 243 | 272 | 258 | 243 | 272 |
Avg Bars in Winners | 421 | 377 | 465 | 421 | 377 | 465 |
Avg Bars in Losers | 144 | 148 | 141 | 144 | 148 | 141 |
Bars Traded | 21429 | 9976 | 11454 | 21429 | 9976 | 11454 |
Profit Streak | 0 | 105.6552 | 0 | 0 | 105.6552 | 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 | 105316 | 308246 | -582771 | -285960 | -1896 | -582771 |
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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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