Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735848.6427 | 621443.9831 | 114404.6596 | 1973494.5253 | 1018401.6609 | 955092.8644 |
Total P&L (%) | 735.8486 | 621.444 | 114.4047 | 1973.4945 | 1018.4017 | 955.0929 |
Avg Daily Profit (%) | 0.396 | 0.3345 | 0.0616 | 0.1633 | 0.13 | 0.1269 |
Buy And Hold Return (%) | 47.9943 | 47.9943 | 47.9943 | 47.9943 | 47.9943 | 47.9943 |
Max Trade Drawdown | -96363 | -85454 | -71351 | -1201375 | -1075651 | -940999 |
Profit Factor | 2.527 | 3.6653 | 1.4599 | 1.34 | 1.3592 | 1.3217 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 46.5909 | 43.1818 | 50 | 46.5909 | 43.1818 | 50 |
Ratio Avg Win / Avg Loss | 2.8968 | 4.8228 | 1.4599 | 1.5361 | 1.7884 | 1.3217 |
Largest Winning Trade | 285533 | 285533 | 66401 | 1103156 | 1103156 | 695160 |
Largest Losing Trade | -30440 | -20722 | -30440 | -380504 | -345569 | -380504 |
Avg Bars in Trades | 124 | 116 | 133 | 124 | 116 | 133 |
Avg Bars in Winners | 172 | 175 | 170 | 172 | 175 | 170 |
Avg Bars in Losers | 82 | 71 | 96 | 82 | 71 | 96 |
Bars Traded | 10966 | 5104 | 5862 | 10966 | 5104 | 5862 |
Profit Streak | 0 | 0 | 48.3171 | 0 | 0 | 48.3171 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483831 | 482765 | -113357 | 290617 | -20046 | -22360 |
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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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