Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1133409.3058 | 1097088.2851 | 36321.0206 | 1593226.895 | 2524020.8085 | -930793.9136 |
Total P&L (%) | 1133.4093 | 1097.0883 | 36.321 | 1593.2269 | 2524.0208 | -930.7939 |
Avg Daily Profit (%) | 0.6254 | 0.6053 | 0.02 | 0.1562 | 0.1804 | 0 |
Buy And Hold Return (%) | 502.2137 | 502.2137 | 502.2137 | 502.2137 | 502.2137 | 502.2137 |
Max Trade Drawdown | -92024 | -71489 | -96992 | -1953925 | -1050899 | -1069630 |
Profit Factor | 2.8851 | 5.3453 | 1.1041 | 1.1955 | 1.813 | 0.8155 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 43.1818 | 38.6364 | 47.7273 | 43.1818 | 38.6364 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.7961 | 8.4896 | 1.2093 | 1.5731 | 2.8795 | 0.8931 |
Largest Winning Trade | 725550 | 725550 | 76110 | 1021948 | 1021948 | 908401 |
Largest Losing Trade | -66105 | -35856 | -66105 | -830796 | -398721 | -830796 |
Avg Bars in Trades | 60 | 56 | 65 | 60 | 56 | 65 |
Avg Bars in Winners | 96 | 84 | 106 | 96 | 84 | 106 |
Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
Bars Traded | 5351 | 2484 | 2867 | 5351 | 2484 | 2867 |
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 | 345185 | 343109 | -438664 | -2057 | 202792 | -581603 |
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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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