Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086485.1796 | 1137849.6793 | -51364.4997 | 258080.42 | 618465.9322 | -360385.5122 |
Total P&L (%) | 1086.4852 | 1137.8497 | -51.3645 | 258.0804 | 618.4659 | -360.3855 |
Avg Daily Profit (%) | 0.5965 | 0.6247 | -0.0282 | 0.0701 | 0.1083 | 0 |
Buy And Hold Return (%) | 577.6524 | 577.6524 | 577.6524 | 577.6524 | 577.6524 | 577.6524 |
Max Trade Drawdown | -140250 | -79883 | -147681 | -707815 | -532653 | -488002 |
Profit Factor | 2.5598 | 4.4915 | 0.8614 | 1.119 | 1.5771 | 0.6713 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 43.5897 | 46.1538 | 41.0256 | 43.5897 | 46.1538 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.3127 | 5.2401 | 1.2383 | 1.4482 | 1.8399 | 0.965 |
Largest Winning Trade | 707680 | 707680 | 68788 | 531622 | 531622 | 169437 |
Largest Losing Trade | -36593 | -28753 | -36593 | -180802 | -180802 | -129648 |
Avg Bars in Trades | 68 | 59 | 78 | 68 | 59 | 78 |
Avg Bars in Winners | 95 | 85 | 106 | 95 | 85 | 106 |
Avg Bars in Losers | 47 | 36 | 58 | 47 | 36 | 58 |
Bars Traded | 5354 | 2306 | 3048 | 5354 | 2306 | 3048 |
Profit Streak | 0 | 163.0968 | 0 | 0 | 163.0968 | 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 | -32646 | 427610 | -582580 | -396027 | -188982 | -584247 |
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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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