Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748337.4833 | 750705.483 | -2367.9996 | 348699.2514 | 392359.7318 | -43660.4804 |
Total P&L (%) | 748.3375 | 750.7055 | -2.368 | 348.6993 | 392.3597 | -43.6605 |
Avg Daily Profit (%) | 0.2989 | 0.2999 | -0.0009 | 0.06 | 0.0637 | -0.0229 |
Buy And Hold Return (%) | 383.0023 | 383.0023 | 383.0023 | 383.0023 | 383.0023 | 383.0023 |
Max Trade Drawdown | -224175 | -109016 | -141375 | -3257238 | -1800037 | -1953148 |
Profit Factor | 2.0777 | 3.6118 | 0.9942 | 1.0418 | 1.0915 | 0.9892 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 52.9412 | 54.7619 | 51.1628 | 52.9412 | 54.7619 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.8468 | 2.9836 | 0.949 | 0.926 | 0.9017 | 0.9443 |
Largest Winning Trade | 382506 | 382506 | 58673 | 1615203 | 1615203 | 858194 |
Largest Losing Trade | -45612 | -31310 | -45612 | -739373 | -739373 | -703621 |
Avg Bars in Trades | 55 | 63 | 47 | 55 | 63 | 47 |
Avg Bars in Winners | 62 | 66 | 58 | 62 | 66 | 58 |
Avg Bars in Losers | 47 | 60 | 35 | 47 | 60 | 35 |
Bars Traded | 4721 | 2682 | 2038 | 4721 | 2682 | 2038 |
Profit Streak | 0 | 94.1532 | 0 | 0 | 94.1532 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 224832 | 350378 | -580576 | -454228 | -386361 | -580576 |
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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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