Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150602.4067 | 1148891.7938 | 1710.6129 | 1063306.2379 | 1249732.9283 | -186426.6904 |
Total P&L (%) | 1150.6024 | 1148.8918 | 1.7106 | 1063.3062 | 1249.7329 | -186.4267 |
Avg Daily Profit (%) | 0.6334 | 0.6325 | 0.0009 | 0.1352 | 0.1434 | 0 |
Buy And Hold Return (%) | 588.0469 | 588.0469 | 588.0469 | 588.0469 | 588.0469 | 588.0469 |
Max Trade Drawdown | -105280 | -89202 | -107311 | -1707815 | -1123426 | -784744 |
Profit Factor | 2.7897 | 4.6486 | 1.0052 | 1.2173 | 1.512 | 0.924 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 47.6744 | 51.1628 | 44.186 | 47.6744 | 51.1628 | 44.186 |
Ratio Avg Win / Avg Loss | 3.0618 | 4.4373 | 1.2697 | 1.3361 | 1.4432 | 1.1671 |
Largest Winning Trade | 686786 | 686786 | 67439 | 1216843 | 1216843 | 531157 |
Largest Losing Trade | -32029 | -31628 | -32029 | -524174 | -524174 | -424618 |
Avg Bars in Trades | 41 | 35 | 47 | 41 | 35 | 47 |
Avg Bars in Winners | 51 | 42 | 62 | 51 | 42 | 62 |
Avg Bars in Losers | 32 | 27 | 35 | 32 | 27 | 35 |
Bars Traded | 3571 | 1522 | 2048 | 3571 | 1522 | 2048 |
Profit Streak | 0 | 158.1736 | 0 | 0 | 158.1736 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331696 | 491685 | -574328 | -21415 | -4317 | -581321 |
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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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