Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716229.3954 | 712669.854 | 3559.5414 | 250724.1687 | 958069.5473 | -707345.3786 |
Total P&L (%) | 716.2294 | 712.6699 | 3.5595 | 250.7242 | 958.0695 | -707.3454 |
Avg Daily Profit (%) | 0.3953 | 0.3933 | 0.002 | 0.0693 | 0.1303 | 0 |
Buy And Hold Return (%) | 225.5193 | 225.5193 | 225.5193 | 225.5193 | 225.5193 | 225.5193 |
Max Trade Drawdown | -165315 | -92608 | -101222 | -1595679 | -960317 | -800570 |
Profit Factor | 2.2896 | 3.5133 | 1.0131 | 1.0801 | 1.6061 | 0.5438 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.1765 | 38.0952 | 44.186 | 41.1765 | 38.0952 | 44.186 |
Ratio Avg Win / Avg Loss | 3.2709 | 5.7091 | 1.2797 | 1.543 | 2.6098 | 0.6868 |
Largest Winning Trade | 429787 | 429787 | 64667 | 961324 | 961324 | 148307 |
Largest Losing Trade | -55162 | -43442 | -55162 | -337302 | -337302 | -284890 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 102 | 92 | 110 | 102 | 92 | 110 |
Avg Bars in Losers | 32 | 27 | 37 | 32 | 27 | 37 |
Bars Traded | 5207 | 2192 | 3015 | 5207 | 2192 | 3015 |
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 | 284649 | 318223 | -564297 | -365986 | -22238 | -582988 |
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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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