Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636810.8651 | 585373.9854 | 51436.8797 | 322482.353 | 409232.3958 | -86750.0428 |
Total P&L (%) | 636.8109 | 585.374 | 51.4369 | 322.4824 | 409.2324 | -86.75 |
Avg Daily Profit (%) | 0.2547 | 0.2342 | 0.0206 | 0.0577 | 0.0651 | -0.0808 |
Buy And Hold Return (%) | 11.1548 | 11.1548 | 11.1548 | 11.1548 | 11.1548 | 11.1548 |
Max Trade Drawdown | -126634 | -116470 | -74300 | -2034568 | -1153173 | -881395 |
Profit Factor | 1.9653 | 2.6922 | 1.1639 | 1.0621 | 1.1402 | 0.9619 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.2099 | 41.4634 | 45 | 43.2099 | 41.4634 | 45 |
Ratio Avg Win / Avg Loss | 2.5829 | 3.8008 | 1.4226 | 1.3958 | 1.6097 | 1.1757 |
Largest Winning Trade | 393433 | 393433 | 46809 | 933850 | 933850 | 385753 |
Largest Losing Trade | -46407 | -46407 | -41620 | -567769 | -567769 | -461283 |
Avg Bars in Trades | 58 | 44 | 73 | 58 | 44 | 73 |
Avg Bars in Winners | 89 | 54 | 122 | 89 | 54 | 122 |
Avg Bars in Losers | 35 | 37 | 34 | 35 | 37 | 34 |
Bars Traded | 4770 | 1817 | 2953 | 4770 | 1817 | 2953 |
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 | -6679 | 366541 | -209196 | -287114 | -174416 | -581027 |
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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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