Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713492.5303 | 710308.4412 | 3184.0891 | 179968.8762 | 116024.6744 | 63944.2018 |
Total P&L (%) | 713.4925 | 710.3084 | 3.1841 | 179.9689 | 116.0247 | 63.9442 |
Avg Daily Profit (%) | 0.3891 | 0.3874 | 0.0017 | 0.0562 | 0.042 | 0.027 |
Buy And Hold Return (%) | 290.1236 | 290.1236 | 290.1236 | 290.1236 | 290.1236 | 290.1236 |
Max Trade Drawdown | -105748 | -73751 | -74710 | -596970 | -618703 | -349939 |
Profit Factor | 2.175 | 3.2166 | 1.0111 | 1.0648 | 1.0737 | 1.0532 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 43.4783 | 41.3043 | 45.6522 | 43.4783 | 41.3043 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.8275 | 4.571 | 1.2037 | 1.3843 | 1.5258 | 1.2538 |
Largest Winning Trade | 651972 | 651972 | 41213 | 560570 | 560570 | 222197 |
Largest Losing Trade | -44064 | -37005 | -44064 | -281735 | -281735 | -211330 |
Avg Bars in Trades | 76 | 79 | 74 | 76 | 79 | 74 |
Avg Bars in Winners | 113 | 126 | 100 | 113 | 126 | 100 |
Avg Bars in Losers | 49 | 46 | 51 | 49 | 46 | 51 |
Bars Traded | 7077 | 3668 | 3408 | 7077 | 3668 | 3408 |
Profit Streak | 28.7551 | 0 | 40.5051 | 28.7551 | 0 | 40.5051 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295709 | 308836 | -565653 | -434662 | -444219 | -485686 |
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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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