Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999450.7957 | 1015821.7072 | -16370.9116 | 362151.6481 | 599518.3604 | -237366.7123 |
Total P&L (%) | 999.4508 | 1015.8217 | -16.3709 | 362.1516 | 599.5184 | -237.3667 |
Avg Daily Profit (%) | 0.5508 | 0.5598 | -0.009 | 0.0844 | 0.1073 | 0 |
Buy And Hold Return (%) | 586.2821 | 586.2821 | 586.2821 | 586.2821 | 586.2821 | 586.2821 |
Max Trade Drawdown | -108313 | -72020 | -149656 | -406393 | -303056 | -470087 |
Profit Factor | 2.5247 | 4.531 | 0.9555 | 1.1993 | 1.7849 | 0.7746 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 43.0233 | 44.186 | 41.8605 | 43.0233 | 44.186 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.3436 | 5.7234 | 1.3271 | 1.5883 | 2.2546 | 1.0758 |
Largest Winning Trade | 655772 | 655772 | 67657 | 314143 | 314143 | 164658 |
Largest Losing Trade | -82210 | -31788 | -82210 | -316512 | -161385 | -316512 |
Avg Bars in Trades | 59 | 67 | 51 | 59 | 67 | 51 |
Avg Bars in Winners | 84 | 88 | 80 | 84 | 88 | 80 |
Avg Bars in Losers | 41 | 51 | 31 | 41 | 51 | 31 |
Bars Traded | 5132 | 2905 | 2227 | 5132 | 2905 | 2227 |
Profit Streak | 28.1052 | 104.1052 | 0 | 28.1052 | 104.1052 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 181737 | 311061 | -582225 | -248145 | -206007 | -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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