Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1984837.9985 | 1966304.5029 | 18533.4956 | 640137.4615 | 1197570.7791 | -557433.3177 |
Total P&L (%) | 1984.838 | 1966.3045 | 18.5335 | 640.1375 | 1197.5708 | -557.4333 |
Avg Daily Profit (%) | 0.8977 | 0.8893 | 0.0084 | 0.0906 | 0.116 | 0 |
Buy And Hold Return (%) | 231.8645 | 231.8645 | 231.8645 | 231.8645 | 231.8645 | 231.8645 |
Max Trade Drawdown | -110384 | -67728 | -95670 | -1148860 | -599658 | -888694 |
Profit Factor | 3.9524 | 6.7648 | 1.056 | 1.1254 | 1.4975 | 0.7934 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 34.5238 | 33.3333 | 35.7143 | 34.5238 | 33.3333 | 35.7143 |
Ratio Avg Win / Avg Loss | 7.4958 | 13.5297 | 1.9007 | 2.1343 | 2.9949 | 1.4282 |
Largest Winning Trade | 1865077 | 1865077 | 51764 | 1392922 | 1392922 | 500563 |
Largest Losing Trade | -49890 | -49890 | -43217 | -634262 | -329691 | -634262 |
Avg Bars in Trades | 50 | 45 | 56 | 50 | 45 | 56 |
Avg Bars in Winners | 106 | 96 | 116 | 106 | 96 | 116 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 4262 | 1901 | 2361 | 4262 | 1901 | 2361 |
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 | 521403 | 552010 | -510782 | -162250 | -42994 | -584623 |
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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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