Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726440.212 | 709996.6918 | 16443.5202 | 539825.2199 | 731603.802 | -191778.5821 |
Total P&L (%) | 726.4402 | 709.9967 | 16.4435 | 539.8252 | 731.6038 | -191.7786 |
Avg Daily Profit (%) | 0.3986 | 0.3896 | 0.009 | 0.1019 | 0.1163 | 0 |
Buy And Hold Return (%) | 280.3661 | 280.3661 | 280.3661 | 280.3661 | 280.3661 | 280.3661 |
Max Trade Drawdown | -107436 | -80478 | -64312 | -1341135 | -1048555 | -595137 |
Profit Factor | 2.2673 | 3.4732 | 1.0575 | 1.1459 | 1.3754 | 0.8906 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 40.2439 | 39.0244 | 41.4634 | 40.2439 | 39.0244 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.3666 | 5.4268 | 1.4929 | 1.7014 | 2.1491 | 1.2573 |
Largest Winning Trade | 370053 | 370053 | 64696 | 1027635 | 1027635 | 416750 |
Largest Losing Trade | -49063 | -49063 | -38359 | -536531 | -536531 | -532783 |
Avg Bars in Trades | 261 | 245 | 277 | 261 | 245 | 277 |
Avg Bars in Winners | 428 | 428 | 428 | 428 | 428 | 428 |
Avg Bars in Losers | 149 | 128 | 170 | 149 | 128 | 170 |
Bars Traded | 21458 | 10077 | 11381 | 21458 | 10077 | 11381 |
Profit Streak | 0 | 48.8924 | 0 | 0 | 48.8924 | 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 | -1994 | 327769 | -507154 | -135462 | -42799 | -582395 |
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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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