Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451530.0135 | 427613.6567 | 23916.3568 | 151799.6283 | 362198.6717 | -210399.0434 |
Total P&L (%) | 451.53 | 427.6137 | 23.9164 | 151.7996 | 362.1987 | -210.399 |
Avg Daily Profit (%) | 0.1805 | 0.171 | 0.0096 | 0.0369 | 0.0612 | 0 |
Buy And Hold Return (%) | 39.9758 | 39.9758 | 39.9758 | 39.9758 | 39.9758 | 39.9758 |
Max Trade Drawdown | -165992 | -147587 | -25579 | -2294378 | -1832907 | -599050 |
Profit Factor | 1.8472 | 1.9591 | 1.2744 | 1.0404 | 1.1216 | 0.7288 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 64.7059 | 66.6667 | 62.7907 | 64.7059 | 66.6667 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.0075 | 0.9796 | 0.7552 | 0.5675 | 0.5608 | 0.4319 |
Largest Winning Trade | 135772 | 135772 | 12410 | 827383 | 827383 | 131774 |
Largest Losing Trade | -61615 | -61615 | -21867 | -1180194 | -1180194 | -536071 |
Avg Bars in Trades | 114 | 230 | 1 | 114 | 230 | 1 |
Avg Bars in Winners | 70 | 137 | 1 | 70 | 137 | 1 |
Avg Bars in Losers | 195 | 416 | 2 | 195 | 416 | 2 |
Bars Traded | 9768 | 9696 | 72 | 9768 | 9696 | 72 |
Profit Streak | 0 | 91.5034 | 0 | 0 | 91.5034 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441359 | 413273 | -345587 | -321279 | -196443 | -578791 |
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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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