Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407824.6865 | 348499.4756 | 59325.2109 | 1427977.0123 | 1896754.3417 | -468777.3294 |
Total P&L (%) | 407.8247 | 348.4995 | 59.3252 | 1427.977 | 1896.7543 | -468.7773 |
Avg Daily Profit (%) | 0.4609 | 0.3939 | 0.067 | 0.3086 | 0.339 | 0 |
Buy And Hold Return (%) | 238.1682 | 238.1682 | 238.1682 | 238.1682 | 238.1682 | 238.1682 |
Max Trade Drawdown | -86473 | -35425 | -51130 | -2336340 | -936445 | -1399894 |
Profit Factor | 2.567 | 4.049 | 1.4065 | 1.3421 | 2.0864 | 0.807 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 52.1739 | 52.1739 | 52.1739 | 52.1739 | 52.1739 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.3531 | 3.7116 | 1.2893 | 1.2302 | 1.9126 | 0.7397 |
Largest Winning Trade | 116999 | 116999 | 30370 | 1470240 | 1470240 | 791249 |
Largest Losing Trade | -17214 | -13500 | -17214 | -551675 | -467892 | -551675 |
Avg Bars in Trades | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Winners | 81 | 73 | 89 | 81 | 73 | 89 |
Avg Bars in Losers | 24 | 29 | 20 | 24 | 29 | 20 |
Bars Traded | 5000 | 2411 | 2589 | 5000 | 2411 | 2589 |
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 | 232780 | -4924 | -268098 | 329931 | 487721 | -580422 |
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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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