Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686446.4265 | 639710.7588 | 46735.6676 | 317349.8313 | 1197943.7558 | -880593.9245 |
Total P&L (%) | 686.4464 | 639.7108 | 46.7357 | 317.3498 | 1197.9438 | -880.5939 |
Avg Daily Profit (%) | 0.384 | 0.3578 | 0.0261 | 0.08 | 0.1435 | 0 |
Buy And Hold Return (%) | 289.0185 | 289.0185 | 289.0185 | 289.0185 | 289.0185 | 289.0185 |
Max Trade Drawdown | -106563 | -95004 | -198554 | -1538935 | -1293360 | -2185539 |
Profit Factor | 1.9923 | 3.1426 | 1.1189 | 1.05 | 1.4233 | 0.7499 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 52.2222 | 44.4444 | 60 | 52.2222 | 44.4444 | 60 |
Ratio Avg Win / Avg Loss | 1.8228 | 3.9282 | 0.7459 | 0.9606 | 1.7791 | 0.4999 |
Largest Winning Trade | 199803 | 199803 | 66866 | 861429 | 861429 | 338617 |
Largest Losing Trade | -78870 | -27123 | -78870 | -1123659 | -530614 | -1123659 |
Avg Bars in Trades | 57 | 33 | 80 | 57 | 33 | 80 |
Avg Bars in Winners | 71 | 39 | 95 | 71 | 39 | 95 |
Avg Bars in Losers | 41 | 29 | 58 | 41 | 29 | 58 |
Bars Traded | 5155 | 1512 | 3642 | 5155 | 1512 | 3642 |
Profit Streak | 0 | 0 | 11.975 | 0 | 0 | 11.975 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343285 | 281927 | -413185 | -388174 | -3303 | -578791 |
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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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