Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874377.8264 | 824048.0699 | 50329.7565 | 372777.4835 | 714018.9819 | -341241.4984 |
Total P&L (%) | 874.3778 | 824.0481 | 50.3298 | 372.7775 | 714.019 | -341.2415 |
Avg Daily Profit (%) | 0.4197 | 0.3955 | 0.0242 | 0.0746 | 0.1007 | 0 |
Buy And Hold Return (%) | 81.336 | 81.336 | 81.336 | 81.336 | 81.336 | 81.336 |
Max Trade Drawdown | -121908 | -153955 | -221298 | -588087 | -409444 | -912993 |
Profit Factor | 1.8936 | 2.7121 | 1.1012 | 1.1062 | 1.4214 | 0.8122 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 45.6897 | 43.1034 | 48.2759 | 45.6897 | 43.1034 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.2508 | 3.58 | 1.1799 | 1.3149 | 1.8763 | 0.8702 |
Largest Winning Trade | 309938 | 309938 | 65357 | 491781 | 491781 | 207244 |
Largest Losing Trade | -73093 | -47819 | -73093 | -431031 | -196054 | -431031 |
Avg Bars in Trades | 211 | 222 | 199 | 211 | 222 | 199 |
Avg Bars in Winners | 321 | 339 | 305 | 321 | 339 | 305 |
Avg Bars in Losers | 118 | 133 | 101 | 118 | 133 | 101 |
Bars Traded | 24494 | 12907 | 11587 | 24494 | 12907 | 11587 |
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 | 437115 | -167853 | -616285 | -200169 | -238926 | -761503 |
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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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