Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950508.466 | 1078074.0932 | -127565.6273 | 29609.561 | 241980.1931 | -212370.6321 |
Total P&L (%) | 950.5085 | 1078.0741 | -127.5656 | 29.6096 | 241.9802 | -212.3706 |
Avg Daily Profit (%) | 0.4345 | 0.4928 | -0.0583 | 0.0119 | 0.0562 | 0 |
Buy And Hold Return (%) | 560.6061 | 560.6061 | 560.6061 | 560.6061 | 560.6061 | 560.6061 |
Max Trade Drawdown | -135484 | -80491 | -108246 | -293990 | -231556 | -280227 |
Profit Factor | 2.3422 | 4.5268 | 0.683 | 1.0222 | 1.3671 | 0.6842 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 44.5783 | 42.8571 | 46.3415 | 44.5783 | 42.8571 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.912 | 6.0358 | 0.7909 | 1.2709 | 1.8228 | 0.7922 |
Largest Winning Trade | 695677 | 695677 | 50678 | 282864 | 282864 | 88328 |
Largest Losing Trade | -63908 | -29542 | -63908 | -86995 | -71342 | -86995 |
Avg Bars in Trades | 100 | 109 | 90 | 100 | 109 | 90 |
Avg Bars in Winners | 140 | 167 | 115 | 140 | 167 | 115 |
Avg Bars in Losers | 67 | 65 | 69 | 67 | 65 | 69 |
Bars Traded | 8303 | 4583 | 3720 | 8303 | 4583 | 3720 |
Profit Streak | 75.9326 | 114.4326 | 0 | 75.9326 | 114.4326 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 99193 | 302942 | -582165 | -541671 | -284191 | -582165 |
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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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