Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663867.5124 | 607331.8238 | 56535.6886 | 971067.962 | 935687.3871 | 35380.5749 |
Total P&L (%) | 663.8675 | 607.3318 | 56.5357 | 971.068 | 935.6874 | 35.3806 |
Avg Daily Profit (%) | 0.364 | 0.333 | 0.031 | 0.1301 | 0.1282 | 0.0166 |
Buy And Hold Return (%) | 261.3369 | 261.3369 | 261.3369 | 261.3369 | 261.3369 | 261.3369 |
Max Trade Drawdown | -93010 | -84511 | -53136 | -914320 | -535836 | -872606 |
Profit Factor | 2.642 | 3.9835 | 1.2816 | 1.3108 | 1.6794 | 1.0202 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 45.122 | 43.9024 | 46.3415 | 45.122 | 43.9024 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.2132 | 5.09 | 1.484 | 1.5942 | 2.1459 | 1.1813 |
Largest Winning Trade | 347062 | 347062 | 59350 | 806729 | 806729 | 543769 |
Largest Losing Trade | -48066 | -48066 | -38892 | -633829 | -264111 | -633829 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 54 | 59 | 50 | 54 | 59 | 50 |
Avg Bars in Losers | 30 | 20 | 41 | 30 | 20 | 41 |
Bars Traded | 3413 | 1547 | 1866 | 3413 | 1547 | 1866 |
Profit Streak | 0 | 84.1956 | 0 | 0 | 84.1956 | 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 | 10221 | 380470 | -318672 | -30828 | -21738 | -536079 |
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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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