Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524861.1069 | 542683.2741 | -17822.1672 | 182615.9763 | 122296.7826 | 60319.1937 |
Total P&L (%) | 524.8611 | 542.6833 | -17.8222 | 182.616 | 122.2968 | 60.3192 |
Avg Daily Profit (%) | 0.2413 | 0.2495 | -0.0082 | 0.0478 | 0.0367 | 0.0217 |
Buy And Hold Return (%) | 210.559 | 210.559 | 210.559 | 210.559 | 210.559 | 210.559 |
Max Trade Drawdown | -88907 | -88707 | -76611 | -3193529 | -3080348 | -863051 |
Profit Factor | 2.0391 | 2.5858 | 0.8906 | 1.0241 | 1.0197 | 1.0443 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 67.0886 | 69.2308 | 65 | 67.0886 | 69.2308 | 65 |
Ratio Avg Win / Avg Loss | 1.0003 | 1.1493 | 0.4796 | 0.5024 | 0.4532 | 0.5623 |
Largest Winning Trade | 116540 | 116540 | 13631 | 881561 | 881561 | 416573 |
Largest Losing Trade | -88707 | -88707 | -43815 | -3080348 | -3080348 | -574613 |
Avg Bars in Trades | 150 | 286 | 18 | 150 | 286 | 18 |
Avg Bars in Winners | 74 | 132 | 13 | 74 | 132 | 13 |
Avg Bars in Losers | 306 | 634 | 26 | 306 | 634 | 26 |
Bars Traded | 11910 | 11191 | 720 | 11910 | 11191 | 720 |
Profit Streak | 86.7077 | 0 | 162.541 | 86.7077 | 0 | 162.541 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20675 | 407055 | -577561 | -518807 | -507662 | -499848 |
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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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