Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908744.1217 | 864596.3168 | 44147.8049 | 502923.4816 | 824758.3358 | -321834.8541 |
Total P&L (%) | 908.7441 | 864.5963 | 44.1478 | 502.9235 | 824.7583 | -321.8349 |
Avg Daily Profit (%) | 0.492 | 0.4681 | 0.0239 | 0.0973 | 0.1205 | 0 |
Buy And Hold Return (%) | 157.6584 | 157.6584 | 157.6584 | 157.6584 | 157.6584 | 157.6584 |
Max Trade Drawdown | -114774 | -83855 | -89055 | -1729790 | -473106 | -1330293 |
Profit Factor | 2.6217 | 4.2713 | 1.1491 | 1.1221 | 1.5078 | 0.8711 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 45.7831 | 42.8571 | 48.7805 | 45.7831 | 42.8571 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.1047 | 5.6951 | 1.2066 | 1.3288 | 2.0103 | 0.9146 |
Largest Winning Trade | 770080 | 770080 | 56985 | 843897 | 614701 | 843897 |
Largest Losing Trade | -49722 | -27604 | -49722 | -745277 | -254123 | -745277 |
Avg Bars in Trades | 64 | 60 | 67 | 64 | 60 | 67 |
Avg Bars in Winners | 96 | 98 | 95 | 96 | 98 | 95 |
Avg Bars in Losers | 36 | 32 | 40 | 36 | 32 | 40 |
Bars Traded | 5318 | 2552 | 2766 | 5318 | 2552 | 2766 |
Profit Streak | 0 | 0 | 55.332 | 0 | 0 | 55.332 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424518 | 498408 | -383084 | -154752 | -33166 | -580654 |
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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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