Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 989292.5614 | 1092030.3015 | -102737.7401 | -157659.5743 | -170451.4296 | 12791.8553 |
Total P&L (%) | 989.2926 | 1092.0303 | -102.7377 | -157.6596 | -170.4514 | 12.7919 |
Avg Daily Profit (%) | 0.5454 | 0.602 | -0.0566 | 0 | 0 | 0.0066 |
Buy And Hold Return (%) | 681.2218 | 681.2218 | 681.2218 | 681.2218 | 681.2218 | 681.2218 |
Max Trade Drawdown | -126625 | -108903 | -128538 | -309878 | -198783 | -179417 |
Profit Factor | 2.2339 | 4.1093 | 0.772 | 0.8307 | 0.6919 | 1.0339 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 21 | 23 | 34 | 18 | 16 |
Losing Trades | 37 | 19 | 18 | 47 | 22 | 25 |
Profitability (%) | 54.321 | 52.5 | 56.0976 | 41.9753 | 45 | 39.0244 |
Ratio Avg Win / Avg Loss | 1.8785 | 3.7179 | 0.6041 | 1.1483 | 0.8457 | 1.6154 |
Largest Winning Trade | 730246 | 730246 | 68298 | 99787 | 99787 | 82060 |
Largest Losing Trade | -113357 | -53733 | -113357 | -134217 | -134217 | -91909 |
Avg Bars in Trades | 86 | 81 | 91 | 86 | 81 | 91 |
Avg Bars in Winners | 98 | 88 | 108 | 71 | 74 | 67 |
Avg Bars in Losers | 72 | 74 | 69 | 97 | 87 | 106 |
Bars Traded | 7006 | 3257 | 3749 | 7006 | 3257 | 3749 |
Profit Streak | 95.7547 | 95.7547 | 130.5047 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24201 | 359705 | -578600 | -598509 | -582694 | -536132 |
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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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