Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807536.6358 | 779636.5215 | 27900.1143 | 524323.2995 | 523490.4388 | 832.8607 |
Total P&L (%) | 807.5366 | 779.6365 | 27.9001 | 524.3233 | 523.4904 | 0.8329 |
Avg Daily Profit (%) | 0.4363 | 0.4212 | 0.0151 | 0.099 | 0.0989 | 0.0004 |
Buy And Hold Return (%) | 94.3828 | 94.3828 | 94.3828 | 94.3828 | 94.3828 | 94.3828 |
Max Trade Drawdown | -130018 | -117800 | -77710 | -954233 | -804973 | -287548 |
Profit Factor | 2.8686 | 4.2519 | 1.145 | 1.2629 | 1.4137 | 1.0011 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 45.3488 | 51.1628 | 39.5349 | 45.3488 | 51.1628 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.457 | 4.0587 | 1.7512 | 1.5219 | 1.3494 | 1.5312 |
Largest Winning Trade | 723803 | 723803 | 50569 | 824957 | 824957 | 164878 |
Largest Losing Trade | -46002 | -46002 | -28395 | -485401 | -485401 | -90845 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 97 | 90 | 106 | 97 | 90 | 106 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 5301 | 2649 | 2652 | 5301 | 2649 | 2652 |
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 | 502363 | 625546 | -402427 | -61970 | -60481 | -580165 |
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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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