Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861103.0701 | 869012.6604 | -7909.5903 | 2915280.241 | 887197.592 | 2028082.649 |
Total P&L (%) | 861.1031 | 869.0127 | -7.9096 | 2915.2802 | 887.1976 | 2028.0826 |
Avg Daily Profit (%) | 0.4384 | 0.4425 | -0.004 | 0.1736 | 0.1167 | 0.1558 |
Buy And Hold Return (%) | 803.3333 | 803.3333 | 803.3333 | 803.3333 | 803.3333 | 803.3333 |
Max Trade Drawdown | -76310 | -75696 | -72914 | -6556784 | -6514135 | -980691 |
Profit Factor | 2.5866 | 3.4332 | 0.9574 | 1.165 | 1.0583 | 1.8293 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 72.4138 | 69.7674 | 75 | 72.4138 | 69.7674 | 75 |
Ratio Avg Win / Avg Loss | 0.9854 | 1.4877 | 0.3191 | 0.4438 | 0.4586 | 0.6098 |
Largest Winning Trade | 254313 | 254313 | 21769 | 2568596 | 2568596 | 968432 |
Largest Losing Trade | -75696 | -75696 | -33553 | -6375028 | -6375028 | -886043 |
Avg Bars in Trades | 40 | 80 | 2 | 40 | 80 | 2 |
Avg Bars in Winners | 21 | 41 | 2 | 21 | 41 | 2 |
Avg Bars in Losers | 92 | 169 | 2 | 92 | 169 | 2 |
Bars Traded | 3562 | 3443 | 119 | 3562 | 3443 | 119 |
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 | -127759 | -122163 | -577201 | -32050 | -325638 | 302267 |
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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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