Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821808.2428 | 889974.6485 | -68166.4057 | 71883.1515 | 208696.7972 | -136813.6457 |
Total P&L (%) | 821.8082 | 889.9746 | -68.1664 | 71.8832 | 208.6968 | -136.8136 |
Avg Daily Profit (%) | 0.4534 | 0.491 | -0.0376 | 0.0299 | 0.0622 | 0 |
Buy And Hold Return (%) | 547.5449 | 547.5449 | 547.5449 | 547.5449 | 547.5449 | 547.5449 |
Max Trade Drawdown | -183272 | -90370 | -159361 | -202369 | -124064 | -174861 |
Profit Factor | 2.1131 | 3.6011 | 0.8279 | 1.0864 | 1.5576 | 0.701 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 42.5287 | 47.7273 | 37.2093 | 42.5287 | 47.7273 | 37.2093 |
Ratio Avg Win / Avg Loss | 2.8555 | 3.9441 | 1.3971 | 1.4681 | 1.7059 | 1.1829 |
Largest Winning Trade | 480539 | 480539 | 69234 | 127828 | 127828 | 54445 |
Largest Losing Trade | -57054 | -52068 | -57054 | -74233 | -63163 | -74233 |
Avg Bars in Trades | 245 | 248 | 242 | 245 | 248 | 242 |
Avg Bars in Winners | 338 | 318 | 365 | 338 | 318 | 365 |
Avg Bars in Losers | 176 | 184 | 170 | 176 | 184 | 170 |
Bars Traded | 21345 | 10912 | 10433 | 21345 | 10912 | 10433 |
Profit Streak | 8.7397 | 102.823 | 0 | 8.7397 | 102.823 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 72081 | 303763 | -584034 | -446204 | -272343 | -584034 |
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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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