Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692955.6475 | 594032.779 | 98922.8685 | 1489047.6413 | 551607.764 | 937439.8773 |
Total P&L (%) | 692.9556 | 594.0328 | 98.9229 | 1489.0476 | 551.6078 | 937.4399 |
Avg Daily Profit (%) | 0.3746 | 0.3211 | 0.0535 | 0.1496 | 0.1014 | 0.1265 |
Buy And Hold Return (%) | 50.3043 | 50.3043 | 50.3043 | 50.3043 | 50.3043 | 50.3043 |
Max Trade Drawdown | -126759 | -95808 | -88673 | -736840 | -502758 | -445338 |
Profit Factor | 2.3382 | 3.406 | 1.3651 | 1.4798 | 1.3656 | 1.5879 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 41.1765 | 37.2093 | 45.2381 | 41.1765 | 37.2093 | 45.2381 |
Ratio Avg Win / Avg Loss | 3.3402 | 5.7477 | 1.6525 | 2.114 | 2.3044 | 1.9222 |
Largest Winning Trade | 257151 | 257151 | 67369 | 447863 | 447863 | 392197 |
Largest Losing Trade | -29189 | -19138 | -29189 | -231328 | -157742 | -231328 |
Avg Bars in Trades | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Winners | 100 | 83 | 115 | 100 | 83 | 115 |
Avg Bars in Losers | 37 | 37 | 36 | 37 | 37 | 36 |
Bars Traded | 5381 | 2340 | 3040 | 5381 | 2340 | 3040 |
Profit Streak | 0 | 0 | 42.8032 | 0 | 0 | 42.8032 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388021 | 383871 | -128286 | 222476 | -60566 | -21984 |
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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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