Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546685.9235 | 584833.9476 | -38148.024 | 95187.9279 | 232078.8689 | -136890.9411 |
Total P&L (%) | 546.6859 | 584.8339 | -38.148 | 95.1879 | 232.0789 | -136.8909 |
Avg Daily Profit (%) | 0.2889 | 0.309 | -0.0202 | 0.0353 | 0.0634 | 0 |
Buy And Hold Return (%) | 252.336 | 252.336 | 252.336 | 252.336 | 252.336 | 252.336 |
Max Trade Drawdown | -133476 | -112632 | -99771 | -866137 | -705853 | -581614 |
Profit Factor | 2.0694 | 3.5089 | 0.8628 | 1.0356 | 1.1819 | 0.9023 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 44.4444 | 41.4634 | 47.5 | 44.4444 | 41.4634 | 47.5 |
Ratio Avg Win / Avg Loss | 2.5868 | 4.9537 | 0.9536 | 1.2945 | 1.6686 | 0.9973 |
Largest Winning Trade | 496032 | 496032 | 53742 | 434264 | 434264 | 260678 |
Largest Losing Trade | -40062 | -28990 | -40062 | -334576 | -200456 | -334576 |
Avg Bars in Trades | 43 | 36 | 51 | 43 | 36 | 51 |
Avg Bars in Winners | 66 | 58 | 74 | 66 | 58 | 74 |
Avg Bars in Losers | 25 | 21 | 30 | 25 | 21 | 30 |
Bars Traded | 3553 | 1505 | 2048 | 3553 | 1505 | 2048 |
Profit Streak | 30.9779 | 65.4779 | 0 | 30.9779 | 65.4779 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10945 | 309154 | -581722 | -510759 | -295592 | -581722 |
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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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