Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470546.801 | 464685.0642 | 5861.7368 | -48734.1889 | 60860.4307 | -109594.6196 |
Total P&L (%) | 470.5468 | 464.6851 | 5.8617 | -48.7342 | 60.8604 | -109.5946 |
Avg Daily Profit (%) | 0.2458 | 0.2427 | 0.0031 | -0.0349 | 0.0248 | 0 |
Buy And Hold Return (%) | 58.6667 | 58.6667 | 58.6667 | 58.6667 | 58.6667 | 58.6667 |
Max Trade Drawdown | -193719 | -155579 | -126627 | -688729 | -545801 | -316577 |
Profit Factor | 1.9078 | 2.6689 | 1.0244 | 0.9677 | 1.072 | 0.8352 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 51.8519 | 46.3415 | 57.5 | 51.8519 | 46.3415 | 57.5 |
Ratio Avg Win / Avg Loss | 1.7715 | 3.0903 | 0.7572 | 0.8986 | 1.2413 | 0.6173 |
Largest Winning Trade | 598485 | 598485 | 49224 | 598485 | 598485 | 142059 |
Largest Losing Trade | -49264 | -33866 | -49264 | -217626 | -217626 | -172327 |
Avg Bars in Trades | 43 | 35 | 50 | 43 | 35 | 50 |
Avg Bars in Winners | 45 | 35 | 54 | 45 | 35 | 54 |
Avg Bars in Losers | 40 | 36 | 45 | 40 | 36 | 45 |
Bars Traded | 3498 | 1469 | 2029 | 3498 | 1469 | 2029 |
Profit Streak | 33.1633 | 33.1633 | 60.6633 | 33.1633 | 33.1633 | 60.6633 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3407 | 440327 | -547367 | -595820 | -456019 | -578327 |
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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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