Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635096.8623 | 728159.5842 | -93062.7219 | -74730.9243 | 691775.5716 | -766506.4959 |
Total P&L (%) | 635.0969 | 728.1596 | -93.0627 | -74.7309 | 691.7756 | -766.5065 |
Avg Daily Profit (%) | 0.3437 | 0.3941 | -0.0504 | -0.0744 | 0.112 | 0 |
Buy And Hold Return (%) | 74.4949 | 74.4949 | 74.4949 | 74.4949 | 74.4949 | 74.4949 |
Max Trade Drawdown | -277001 | -110243 | -217087 | -1315906 | -597161 | -783442 |
Profit Factor | 2.0331 | 3.722 | 0.732 | 0.9552 | 1.8842 | 0.1359 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 37.3494 | 30.9524 | 43.9024 | 37.3494 | 30.9524 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.4104 | 8.303 | 0.9353 | 1.6023 | 4.2032 | 0.1736 |
Largest Winning Trade | 687179 | 687179 | 61464 | 1158536 | 1158536 | 48266 |
Largest Losing Trade | -82874 | -41441 | -82874 | -540867 | -540867 | -371556 |
Avg Bars in Trades | 70 | 20 | 122 | 70 | 20 | 122 |
Avg Bars in Winners | 160 | 36 | 251 | 160 | 36 | 251 |
Avg Bars in Losers | 17 | 13 | 21 | 17 | 13 | 21 |
Bars Traded | 5877 | 856 | 5021 | 5877 | 856 | 5021 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249586 | 340846 | -583113 | -584197 | -46508 | -583113 |
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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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