Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687712.2378 | 740260.4359 | -52548.1981 | -156733.3622 | 122487.5832 | -279220.9453 |
Total P&L (%) | 687.7122 | 740.2604 | -52.5482 | -156.7334 | 122.4876 | -279.2209 |
Avg Daily Profit (%) | 0.3794 | 0.4084 | -0.029 | 0 | 0.0441 | 0 |
Buy And Hold Return (%) | 284.4668 | 284.4668 | 284.4668 | 284.4668 | 284.4668 | 284.4668 |
Max Trade Drawdown | -252116 | -81120 | -186896 | -989920 | -523223 | -518697 |
Profit Factor | 2.1317 | 3.5718 | 0.8357 | 0.8975 | 1.1304 | 0.526 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 20 | 25 | 39 | 22 | 17 |
Losing Trades | 37 | 21 | 16 | 43 | 19 | 24 |
Profitability (%) | 54.878 | 48.7805 | 60.9756 | 47.561 | 53.6585 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.7528 | 3.7504 | 0.5348 | 0.9895 | 0.9762 | 0.7426 |
Largest Winning Trade | 591998 | 591998 | 79635 | 591998 | 591998 | 108409 |
Largest Losing Trade | -108442 | -49195 | -108442 | -327253 | -327253 | -325847 |
Avg Bars in Trades | 40 | 30 | 50 | 40 | 30 | 50 |
Avg Bars in Winners | 53 | 36 | 66 | 18 | 22 | 13 |
Avg Bars in Losers | 25 | 25 | 25 | 60 | 40 | 77 |
Bars Traded | 3342 | 1262 | 2080 | 3342 | 1262 | 2080 |
Profit Streak | 0 | 80.8332 | 0 | 32.3332 | 0 | 87.8332 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 49511 | 475972 | -579319 | -589963 | -378022 | -583101 |
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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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