Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841262.4975 | 800482.6879 | 40779.8095 | 609949.8587 | 851015.4024 | -241065.5437 |
Total P&L (%) | 841.2625 | 800.4827 | 40.7798 | 609.9499 | 851.0154 | -241.0655 |
Avg Daily Profit (%) | 0.4557 | 0.4336 | 0.0221 | 0.1062 | 0.1221 | 0 |
Buy And Hold Return (%) | 262.5894 | 262.5894 | 262.5894 | 262.5894 | 262.5894 | 262.5894 |
Max Trade Drawdown | -99814 | -87533 | -45456 | -668605 | -518215 | -354101 |
Profit Factor | 2.6914 | 4.0771 | 1.1719 | 1.2152 | 1.6137 | 0.8335 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 45.4545 | 43.5897 | 47.3684 | 45.4545 | 43.5897 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.2297 | 5.2762 | 1.3021 | 1.4582 | 2.0883 | 0.9262 |
Largest Winning Trade | 704381 | 704381 | 50876 | 796107 | 796107 | 327647 |
Largest Losing Trade | -39314 | -39314 | -36032 | -285807 | -245055 | -285807 |
Avg Bars in Trades | 90 | 87 | 94 | 90 | 87 | 94 |
Avg Bars in Winners | 139 | 145 | 134 | 139 | 145 | 134 |
Avg Bars in Losers | 49 | 43 | 57 | 49 | 43 | 57 |
Bars Traded | 6991 | 3416 | 3575 | 6991 | 3416 | 3575 |
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 | -35617 | 418027 | -361572 | -103980 | -31942 | -581788 |
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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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