Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691375.9481 | 742608.2442 | -51232.2961 | -158514.5337 | 120841.7663 | -279356.3 |
Total P&L (%) | 691.3759 | 742.6082 | -51.2323 | -158.5145 | 120.8418 | -279.3563 |
Avg Daily Profit (%) | 0.3784 | 0.4065 | -0.028 | 0 | 0.0434 | 0 |
Buy And Hold Return (%) | 382.1304 | 382.1304 | 382.1304 | 382.1304 | 382.1304 | 382.1304 |
Max Trade Drawdown | -252116 | -81120 | -186896 | -989920 | -523223 | -522801 |
Profit Factor | 2.1416 | 3.6012 | 0.84 | 0.8969 | 1.1281 | 0.5298 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 44 | 20 | 24 | 40 | 22 | 18 |
Losing Trades | 38 | 21 | 17 | 42 | 19 | 23 |
Profitability (%) | 53.6585 | 48.7805 | 58.5366 | 48.7805 | 53.6585 | 43.9024 |
Ratio Avg Win / Avg Loss | 1.8496 | 3.7812 | 0.595 | 0.9417 | 0.9743 | 0.677 |
Largest Winning Trade | 591998 | 591998 | 79635 | 591998 | 591998 | 108409 |
Largest Losing Trade | -108442 | -49195 | -108442 | -327253 | -327253 | -325847 |
Avg Bars in Trades | 40 | 31 | 50 | 40 | 31 | 50 |
Avg Bars in Winners | 54 | 36 | 68 | 18 | 23 | 13 |
Avg Bars in Losers | 25 | 25 | 24 | 61 | 40 | 79 |
Bars Traded | 3342 | 1271 | 2071 | 3342 | 1271 | 2071 |
Profit Streak | 0 | 95.1576 | 0 | 46.6576 | 0 | 102.1576 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2827 | 339327 | -579635 | -589471 | -381520 | -582155 |
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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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