Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1690044.3281 | 1714061.7687 | -24017.4406 | -92124.5228 | -23906.9361 | -68217.5868 |
Total P&L (%) | 1690.0443 | 1714.0618 | -24.0174 | -92.1245 | -23.9069 | -68.2176 |
Avg Daily Profit (%) | 0.714 | 0.7241 | -0.0101 | -0.1073 | -0.0115 | -0.0484 |
Buy And Hold Return (%) | 532.4561 | 532.4561 | 532.4561 | 532.4561 | 532.4561 | 532.4561 |
Max Trade Drawdown | -131905 | -133985 | -142800 | -122201 | -30387 | -108628 |
Profit Factor | 3.5104 | 7.2243 | 0.9396 | 0.602 | 0.7222 | 0.5309 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 50 | 43.9024 | 56.0976 | 50 | 43.9024 | 56.0976 |
Ratio Avg Win / Avg Loss | 3.5104 | 9.2311 | 0.7354 | 0.602 | 0.9228 | 0.4155 |
Largest Winning Trade | 1556778 | 1556778 | 59409 | 32705 | 32705 | 15698 |
Largest Losing Trade | -99557 | -36326 | -99557 | -83100 | -28222 | -83100 |
Avg Bars in Trades | 84 | 74 | 94 | 84 | 74 | 94 |
Avg Bars in Winners | 101 | 102 | 101 | 101 | 102 | 101 |
Avg Bars in Losers | 66 | 52 | 85 | 66 | 52 | 85 |
Bars Traded | 6919 | 3063 | 3856 | 6919 | 3063 | 3856 |
Profit Streak | 0 | 51.4138 | 0 | 0 | 51.4138 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266383 | 588889 | -579951 | -589555 | -582549 | -579951 |
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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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