Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726474.5783 | 785633.7005 | -59159.1222 | 49156.7227 | 245265.6832 | -196108.9605 |
Total P&L (%) | 726.4746 | 785.6337 | -59.1591 | 49.1567 | 245.2657 | -196.109 |
Avg Daily Profit (%) | 0.3934 | 0.4255 | -0.032 | 0.0217 | 0.0671 | 0 |
Buy And Hold Return (%) | 117.5254 | 117.5254 | 117.5254 | 117.5254 | 117.5254 | 117.5254 |
Max Trade Drawdown | -143798 | -96483 | -154355 | -519882 | -272329 | -282600 |
Profit Factor | 2.1306 | 4.2835 | 0.8533 | 1.0457 | 1.5503 | 0.689 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 47.0588 | 48.8372 | 45.2381 | 47.0588 | 48.8372 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.3969 | 4.4875 | 1.033 | 1.1764 | 1.6241 | 0.8341 |
Largest Winning Trade | 644879 | 644879 | 76595 | 313617 | 313617 | 91492 |
Largest Losing Trade | -53154 | -30582 | -53154 | -179908 | -149114 | -179908 |
Avg Bars in Trades | 84 | 76 | 92 | 84 | 76 | 92 |
Avg Bars in Winners | 135 | 111 | 162 | 135 | 111 | 162 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 7190 | 3306 | 3884 | 7190 | 3306 | 3884 |
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 | 442109 | 598426 | -580919 | -500916 | -107285 | -582586 |
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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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