Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908873.0966 | 1003850.1513 | -94977.0547 | 49813.7759 | 712511.2092 | -662697.4332 |
Total P&L (%) | 908.8731 | 1003.8502 | -94.9771 | 49.8138 | 712.5112 | -662.6974 |
Avg Daily Profit (%) | 0.5006 | 0.5529 | -0.0523 | 0.0223 | 0.1154 | 0 |
Buy And Hold Return (%) | 586.6597 | 586.6597 | 586.6597 | 586.6597 | 586.6597 | 586.6597 |
Max Trade Drawdown | -135817 | -100166 | -132267 | -503009 | -270883 | -679555 |
Profit Factor | 2.2946 | 4.1647 | 0.7532 | 1.0239 | 1.8135 | 0.4497 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 39.759 | 43.9024 | 35.7143 | 39.759 | 43.9024 | 35.7143 |
Ratio Avg Win / Avg Loss | 3.4766 | 5.3215 | 1.3558 | 1.5514 | 2.3172 | 0.8094 |
Largest Winning Trade | 553662 | 553662 | 76074 | 448979 | 448979 | 117553 |
Largest Losing Trade | -49116 | -36783 | -49116 | -164855 | -154414 | -164855 |
Avg Bars in Trades | 127 | 120 | 135 | 127 | 120 | 135 |
Avg Bars in Winners | 195 | 179 | 214 | 195 | 179 | 214 |
Avg Bars in Losers | 83 | 74 | 90 | 83 | 74 | 90 |
Bars Traded | 10622 | 4950 | 5672 | 10622 | 4950 | 5672 |
Profit Streak | 29.2441 | 101.9108 | 29.2441 | 29.2441 | 101.9108 | 29.2441 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 47606 | 303903 | -583618 | -525729 | -135034 | -585284 |
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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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