Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508440.8822 | 480760.3184 | 27680.5638 | 535099.0945 | 896507.6608 | -361408.5663 |
Total P&L (%) | 508.4409 | 480.7603 | 27.6806 | 535.0991 | 896.5077 | -361.4086 |
Avg Daily Profit (%) | 0.581 | 0.5493 | 0.0316 | 0.2115 | 0.263 | 0 |
Buy And Hold Return (%) | 187.7432 | 187.7432 | 187.7432 | 187.7432 | 187.7432 | 187.7432 |
Max Trade Drawdown | -112438 | -75778 | -64806 | -1509520 | -1161373 | -593729 |
Profit Factor | 2.2664 | 3.0223 | 1.169 | 1.1866 | 1.5033 | 0.6672 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 41.3793 | 37.2093 | 45.4545 | 41.3793 | 37.2093 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.2107 | 5.1001 | 1.4028 | 1.681 | 2.5368 | 0.8006 |
Largest Winning Trade | 318862 | 318862 | 31205 | 1013325 | 1013325 | 94358 |
Largest Losing Trade | -36098 | -36098 | -17164 | -620020 | -620020 | -171541 |
Avg Bars in Trades | 115 | 193 | 38 | 115 | 193 | 38 |
Avg Bars in Winners | 178 | 340 | 48 | 178 | 340 | 48 |
Avg Bars in Losers | 70 | 106 | 29 | 70 | 106 | 29 |
Bars Traded | 10006 | 8324 | 1682 | 10006 | 8324 | 1682 |
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 | 328227 | 286378 | -352716 | -12366 | 164061 | -582487 |
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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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