Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510616.1606 | 585560.3629 | -74944.2024 | -15608.64 | 26250.2406 | -41858.8806 |
Total P&L (%) | 510.6162 | 585.5604 | -74.9442 | -15.6086 | 26.2502 | -41.8589 |
Avg Daily Profit (%) | 0.2752 | 0.3155 | -0.0404 | -0.0091 | 0.0126 | -0.0292 |
Buy And Hold Return (%) | 130.5085 | 130.5085 | 130.5085 | 130.5085 | 130.5085 | 130.5085 |
Max Trade Drawdown | -183543 | -80581 | -136864 | -473072 | -294458 | -266117 |
Profit Factor | 1.6314 | 2.6474 | 0.8347 | 0.988 | 1.038 | 0.9311 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 43.3735 | 40.4762 | 46.3415 | 43.3735 | 40.4762 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.1299 | 3.8933 | 0.9665 | 1.2899 | 1.5265 | 1.0781 |
Largest Winning Trade | 261205 | 261205 | 76156 | 194172 | 194172 | 109853 |
Largest Losing Trade | -46596 | -45582 | -46596 | -173618 | -173618 | -164815 |
Avg Bars in Trades | 87 | 97 | 76 | 87 | 97 | 76 |
Avg Bars in Winners | 122 | 139 | 107 | 122 | 139 | 107 |
Avg Bars in Losers | 60 | 68 | 51 | 60 | 68 | 51 |
Bars Traded | 7234 | 4078 | 3155 | 7234 | 4078 | 3155 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 202119 | 310497 | -582165 | -582965 | -523061 | -580498 |
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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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