Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932722.2693 | 1078850.5891 | -146128.3198 | -53610.9776 | 275511.6127 | -329122.5903 |
Total P&L (%) | 932.7223 | 1078.8506 | -146.1283 | -53.611 | 275.5116 | -329.1226 |
Avg Daily Profit (%) | 0.5125 | 0.5928 | -0.0803 | -0.0422 | 0.0727 | 0 |
Buy And Hold Return (%) | 558.0464 | 558.0464 | 558.0464 | 558.0464 | 558.0464 | 558.0464 |
Max Trade Drawdown | -286894 | -164763 | -178921 | -1070202 | -738374 | -391444 |
Profit Factor | 2.1036 | 3.7808 | 0.6804 | 0.9663 | 1.2837 | 0.4706 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Losing Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Profitability (%) | 45.8824 | 54.7619 | 37.2093 | 45.8824 | 54.7619 | 37.2093 |
Ratio Avg Win / Avg Loss | 2.4812 | 3.1233 | 1.1481 | 1.1398 | 1.0605 | 0.7942 |
Largest Winning Trade | 617408 | 617408 | 79954 | 491046 | 491046 | 52098 |
Largest Losing Trade | -74583 | -57473 | -74583 | -623412 | -623412 | -201617 |
Avg Bars in Trades | 62 | 58 | 66 | 62 | 58 | 66 |
Avg Bars in Winners | 81 | 71 | 96 | 81 | 71 | 96 |
Avg Bars in Losers | 46 | 41 | 49 | 46 | 41 | 49 |
Bars Traded | 5326 | 2446 | 2880 | 5326 | 2446 | 2880 |
Profit Streak | 0 | 105.6827 | 0 | 0 | 105.6827 | 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 | 153183 | 467174 | -584034 | -580485 | -259617 | -585701 |
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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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