Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005789.846 | 1023363.4157 | -17573.5697 | 704535.3104 | 1134122.1892 | -429586.8788 |
Total P&L (%) | 1005.7898 | 1023.3634 | -17.5736 | 704.5353 | 1134.1222 | -429.5869 |
Avg Daily Profit (%) | 0.5536 | 0.5633 | -0.0097 | 0.1148 | 0.1384 | 0 |
Buy And Hold Return (%) | 580.1895 | 580.1895 | 580.1895 | 580.1895 | 580.1895 | 580.1895 |
Max Trade Drawdown | -144605 | -75497 | -144614 | -1428043 | -953317 | -788823 |
Profit Factor | 2.5391 | 4.7419 | 0.9538 | 1.1843 | 1.6586 | 0.7955 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 42.3529 | 42.8571 | 41.8605 | 42.3529 | 42.8571 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.4561 | 6.3225 | 1.3247 | 1.6119 | 2.2115 | 1.1049 |
Largest Winning Trade | 566351 | 566351 | 78966 | 956056 | 956056 | 342498 |
Largest Losing Trade | -44522 | -36009 | -44522 | -421895 | -421895 | -251525 |
Avg Bars in Trades | 124 | 118 | 131 | 124 | 118 | 131 |
Avg Bars in Winners | 201 | 185 | 217 | 201 | 185 | 217 |
Avg Bars in Losers | 68 | 68 | 69 | 68 | 68 | 69 |
Bars Traded | 10620 | 4970 | 5650 | 10620 | 4970 | 5650 |
Profit Streak | 0 | 159.8049 | 0 | 0 | 159.8049 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 161607 | 320540 | -582225 | -157815 | -13256 | -582225 |
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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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