Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722415.2334 | 769090.6889 | -46675.4555 | 20251.3411 | 286484.6804 | -266233.3393 |
Total P&L (%) | 722.4152 | 769.0907 | -46.6755 | 20.2513 | 286.4847 | -266.2333 |
Avg Daily Profit (%) | 0.3923 | 0.4176 | -0.0253 | 0.01 | 0.0734 | 0 |
Buy And Hold Return (%) | 95.5364 | 95.5364 | 95.5364 | 95.5364 | 95.5364 | 95.5364 |
Max Trade Drawdown | -224536 | -175993 | -87396 | -580460 | -328235 | -292599 |
Profit Factor | 2.1233 | 3.2608 | 0.8459 | 1.0203 | 1.5889 | 0.4796 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 31.3953 | 30.2326 | 32.5581 | 31.3953 | 30.2326 | 32.5581 |
Ratio Avg Win / Avg Loss | 4.6399 | 7.525 | 1.7523 | 2.2295 | 3.6667 | 0.9934 |
Largest Winning Trade | 749384 | 749384 | 48035 | 535653 | 535653 | 74574 |
Largest Losing Trade | -37258 | -37258 | -37152 | -158859 | -111994 | -158859 |
Avg Bars in Trades | 40 | 43 | 37 | 40 | 43 | 37 |
Avg Bars in Winners | 87 | 99 | 76 | 87 | 99 | 76 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3459 | 1858 | 1602 | 3459 | 1858 | 1602 |
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 | 241708 | 305815 | -584732 | -549331 | -102673 | -587510 |
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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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