Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809977.5228 | 783646.4916 | 26331.0312 | 1254749.6188 | 1935193.3989 | -680443.7801 |
Total P&L (%) | 809.9775 | 783.6465 | 26.331 | 1254.7496 | 1935.1934 | -680.4438 |
Avg Daily Profit (%) | 0.3888 | 0.3762 | 0.0126 | 0.1252 | 0.1447 | 0 |
Buy And Hold Return (%) | 293.8838 | 293.8838 | 293.8838 | 293.8838 | 293.8838 | 293.8838 |
Max Trade Drawdown | -126615 | -94643 | -119129 | -1837737 | -1023786 | -1711237 |
Profit Factor | 2.2486 | 3.7696 | 1.072 | 1.1996 | 1.676 | 0.8013 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.8718 | 46.1538 | 43.5897 | 44.8718 | 46.1538 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.7625 | 4.3978 | 1.3873 | 1.4737 | 1.9553 | 1.037 |
Largest Winning Trade | 296828 | 296828 | 74038 | 864915 | 864915 | 551325 |
Largest Losing Trade | -70278 | -29571 | -70278 | -1051126 | -516452 | -1051126 |
Avg Bars in Trades | 312 | 300 | 325 | 312 | 300 | 325 |
Avg Bars in Winners | 512 | 486 | 539 | 512 | 486 | 539 |
Avg Bars in Losers | 150 | 140 | 159 | 150 | 140 | 159 |
Bars Traded | 24397 | 11707 | 12691 | 24397 | 11707 | 12691 |
Profit Streak | 0 | 0 | 52.184 | 0 | 0 | 52.184 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30168 | 415919 | -484981 | -69255 | 72581 | -581020 |
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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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