Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892598.9917 | 910372.3652 | -17773.3735 | 95189.5091 | 266190.1455 | -171000.6363 |
Total P&L (%) | 892.599 | 910.3724 | -17.7734 | 95.1895 | 266.1901 | -171.0006 |
Avg Daily Profit (%) | 0.4835 | 0.4932 | -0.0096 | 0.0362 | 0.0703 | 0 |
Buy And Hold Return (%) | 198.6395 | 198.6395 | 198.6395 | 198.6395 | 198.6395 | 198.6395 |
Max Trade Drawdown | -238854 | -160195 | -86758 | -1245016 | -738368 | -535479 |
Profit Factor | 2.6476 | 3.648 | 0.9102 | 1.0489 | 1.2116 | 0.7518 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 46.9136 | 41.4634 | 52.5 | 46.9136 | 41.4634 | 52.5 |
Ratio Avg Win / Avg Loss | 2.9959 | 5.1502 | 0.8235 | 1.1869 | 1.7104 | 0.6802 |
Largest Winning Trade | 905419 | 905419 | 45092 | 905419 | 905419 | 157661 |
Largest Losing Trade | -42666 | -41251 | -42666 | -233467 | -233467 | -203666 |
Avg Bars in Trades | 131 | 220 | 41 | 131 | 220 | 41 |
Avg Bars in Winners | 191 | 372 | 44 | 191 | 372 | 44 |
Avg Bars in Losers | 79 | 112 | 37 | 79 | 112 | 37 |
Bars Traded | 10686 | 9036 | 1650 | 10686 | 9036 | 1650 |
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 | -3750 | 444919 | -580425 | -494501 | -161631 | -580425 |
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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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