Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988775.0073 | 939245.2297 | 49529.7776 | 1996735.071 | 5161397.0923 | -3164662.0214 |
Total P&L (%) | 988.775 | 939.2452 | 49.5298 | 1996.7351 | 5161.3971 | -3164.662 |
Avg Daily Profit (%) | 0.4181 | 0.3972 | 0.0209 | 0.1288 | 0.1677 | 0 |
Buy And Hold Return (%) | 464.336 | 464.336 | 464.336 | 464.336 | 464.336 | 464.336 |
Max Trade Drawdown | -238512 | -203928 | -112530 | -10428465 | -7202326 | -4215115 |
Profit Factor | 2.5475 | 3.715 | 1.169 | 1.0995 | 1.4492 | 0.6314 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 48.1481 | 46.3415 | 50 | 48.1481 | 46.3415 | 50 |
Ratio Avg Win / Avg Loss | 2.7434 | 4.3016 | 1.169 | 1.184 | 1.678 | 0.6314 |
Largest Winning Trade | 376372 | 376372 | 60082 | 8599287 | 8599287 | 973421 |
Largest Losing Trade | -43966 | -43966 | -39770 | -3024396 | -2462461 | -3024396 |
Avg Bars in Trades | 171 | 164 | 179 | 171 | 164 | 179 |
Avg Bars in Winners | 254 | 257 | 252 | 254 | 257 | 252 |
Avg Bars in Losers | 94 | 83 | 107 | 94 | 83 | 107 |
Bars Traded | 13926 | 6732 | 7194 | 13926 | 6732 | 7194 |
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 | -8264 | 304261 | -365212 | -150779 | 305333 | -580749 |
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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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