Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722306.0445 | 666275.5173 | 56030.5272 | 1341274.4486 | 2042713.5719 | -701439.1233 |
Total P&L (%) | 722.306 | 666.2755 | 56.0305 | 1341.2744 | 2042.7136 | -701.4391 |
Avg Daily Profit (%) | 0.3993 | 0.3683 | 0.031 | 0.1476 | 0.1696 | 0 |
Buy And Hold Return (%) | 129.2744 | 129.2744 | 129.2744 | 129.2744 | 129.2744 | 129.2744 |
Max Trade Drawdown | -104608 | -68922 | -53141 | -3500836 | -2103536 | -1748314 |
Profit Factor | 2.8509 | 4.6396 | 1.2705 | 1.1774 | 1.5924 | 0.8295 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 47.6744 | 44.186 | 51.1628 | 47.6744 | 44.186 | 51.1628 |
Ratio Avg Win / Avg Loss | 3.1291 | 5.8605 | 1.2127 | 1.2922 | 2.0115 | 0.7918 |
Largest Winning Trade | 360304 | 360304 | 76937 | 3454615 | 3454615 | 674883 |
Largest Losing Trade | -44006 | -44006 | -20637 | -650108 | -382982 | -650108 |
Avg Bars in Trades | 60 | 49 | 70 | 60 | 49 | 70 |
Avg Bars in Winners | 90 | 75 | 103 | 90 | 75 | 103 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 5173 | 2145 | 3028 | 5173 | 2145 | 3028 |
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 | 488412 | 488382 | -317181 | -21692 | 307785 | -580576 |
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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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