Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165949.3411 | 1170648.0458 | -4698.7047 | 976811.1984 | 1186986.0143 | -210174.8159 |
Total P&L (%) | 1165.9493 | 1170.648 | -4.6987 | 976.8112 | 1186.986 | -210.1748 |
Avg Daily Profit (%) | 0.6436 | 0.6462 | -0.0026 | 0.1313 | 0.1411 | 0 |
Buy And Hold Return (%) | 481.7651 | 481.7651 | 481.7651 | 481.7651 | 481.7651 | 481.7651 |
Max Trade Drawdown | -173131 | -100067 | -118365 | -953820 | -650555 | -657625 |
Profit Factor | 2.907 | 4.8714 | 0.9848 | 1.2497 | 1.5936 | 0.8901 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 28.9157 | 31.7073 | 26.1905 | 28.9157 | 31.7073 | 26.1905 |
Ratio Avg Win / Avg Loss | 7.1465 | 10.4923 | 2.7753 | 3.0722 | 3.4325 | 2.5084 |
Largest Winning Trade | 617902 | 617902 | 74486 | 741694 | 741694 | 546300 |
Largest Losing Trade | -33973 | -25221 | -33973 | -330255 | -330255 | -197608 |
Avg Bars in Trades | 127 | 118 | 135 | 127 | 118 | 135 |
Avg Bars in Winners | 295 | 262 | 334 | 295 | 262 | 334 |
Avg Bars in Losers | 58 | 52 | 64 | 58 | 52 | 64 |
Bars Traded | 10553 | 4878 | 5675 | 10553 | 4878 | 5675 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -542 | 304233 | -602524 | -37017 | -12110 | -602524 |
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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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