Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708755.145 | 684500.0928 | 24255.0521 | 375582.8202 | 265729.4068 | 109853.4134 |
Total P&L (%) | 708.7551 | 684.5001 | 24.2551 | 375.5828 | 265.7294 | 109.8534 |
Avg Daily Profit (%) | 0.384 | 0.3709 | 0.0131 | 0.0845 | 0.0703 | 0.0402 |
Buy And Hold Return (%) | 125.1172 | 125.1172 | 125.1172 | 125.1172 | 125.1172 | 125.1172 |
Max Trade Drawdown | -155492 | -155970 | -79788 | -528787 | -510406 | -134843 |
Profit Factor | 2.6188 | 3.78 | 1.1266 | 1.3623 | 1.3799 | 1.3257 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 48.7805 | 48.7805 | 48.7805 | 48.7805 | 48.7805 | 48.7805 |
Ratio Avg Win / Avg Loss | 2.7497 | 3.969 | 1.1829 | 1.4304 | 1.4489 | 1.392 |
Largest Winning Trade | 632876 | 632876 | 51077 | 383188 | 383188 | 125389 |
Largest Losing Trade | -49009 | -49009 | -39452 | -265447 | -265447 | -61332 |
Avg Bars in Trades | 63 | 61 | 65 | 63 | 61 | 65 |
Avg Bars in Winners | 91 | 90 | 92 | 91 | 90 | 92 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 5179 | 2507 | 2672 | 5179 | 2507 | 2672 |
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 | 160663 | 537858 | -422782 | -92004 | -105026 | -305222 |
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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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