Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374323.0029 | 1400642.1219 | -26319.119 | 361166.759 | 580546.876 | -219380.117 |
Total P&L (%) | 1374.323 | 1400.6421 | -26.3191 | 361.1668 | 580.5469 | -219.3801 |
Avg Daily Profit (%) | 0.581 | 0.5922 | -0.0111 | 0.0646 | 0.0811 | 0 |
Buy And Hold Return (%) | 465.2352 | 465.2352 | 465.2352 | 465.2352 | 465.2352 | 465.2352 |
Max Trade Drawdown | -170786 | -116594 | -161492 | -675254 | -560973 | -409475 |
Profit Factor | 3.2279 | 5.4174 | 0.9122 | 1.1454 | 1.4393 | 0.8113 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 37.8049 | 31.7073 | 43.9024 | 37.8049 | 31.7073 | 43.9024 |
Ratio Avg Win / Avg Loss | 5.3105 | 11.6682 | 1.1656 | 1.8844 | 3.1001 | 1.0366 |
Largest Winning Trade | 995690 | 995690 | 55595 | 819715 | 819715 | 305875 |
Largest Losing Trade | -41835 | -24665 | -41835 | -210440 | -210440 | -161996 |
Avg Bars in Trades | 83 | 68 | 97 | 83 | 68 | 97 |
Avg Bars in Winners | 157 | 152 | 161 | 157 | 152 | 161 |
Avg Bars in Losers | 37 | 29 | 47 | 37 | 29 | 47 |
Bars Traded | 6811 | 2805 | 4006 | 6811 | 2805 | 4006 |
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 | 28520 | 335188 | -581446 | -345386 | -177942 | -581446 |
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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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