Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692467.1427 | 717052.4316 | -24585.2889 | -217121.6809 | 1100809.9377 | -1317931.6186 |
Total P&L (%) | 692.4671 | 717.0524 | -24.5853 | -217.1217 | 1100.8099 | -1317.9316 |
Avg Daily Profit (%) | 0.3866 | 0.4004 | -0.0137 | 0 | 0.1389 | 0 |
Buy And Hold Return (%) | 225.6348 | 225.6348 | 225.6348 | 225.6348 | 225.6348 | 225.6348 |
Max Trade Drawdown | -146080 | -114119 | -213032 | -1108102 | -88190 | -1334180 |
Profit Factor | 2.1978 | 3.6055 | 0.9188 | 0.8713 | 6.6721 | 0.1171 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 16 | 21 | 46 | 27 | 19 |
Losing Trades | 45 | 25 | 20 | 36 | 14 | 22 |
Profitability (%) | 45.122 | 39.0244 | 51.2195 | 56.0976 | 65.8537 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.673 | 5.6336 | 0.8751 | 0.6819 | 3.4596 | 0.1356 |
Largest Winning Trade | 662746 | 662746 | 58188 | 669163 | 669163 | 36620 |
Largest Losing Trade | -126448 | -58818 | -126448 | -973823 | -75950 | -973823 |
Avg Bars in Trades | 61 | 72 | 49 | 61 | 72 | 49 |
Avg Bars in Winners | 81 | 98 | 67 | 45 | 64 | 20 |
Avg Bars in Losers | 44 | 56 | 30 | 80 | 89 | 75 |
Bars Traded | 5011 | 2977 | 2034 | 5011 | 2977 | 2034 |
Profit Streak | 0 | 0 | 0 | 54.8682 | 54.8682 | 96.8682 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 3256 | 336134 | -580584 | -587782 | 90763 | -581605 |
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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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