Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587135.5638 | 598304.6514 | -11169.0877 | 113584.6131 | 158583.3963 | -44998.7832 |
Total P&L (%) | 587.1356 | 598.3047 | -11.1691 | 113.5846 | 158.5834 | -44.9988 |
Avg Daily Profit (%) | 0.3188 | 0.3249 | -0.0061 | 0.0412 | 0.0516 | -0.0325 |
Buy And Hold Return (%) | 171.3288 | 171.3288 | 171.3288 | 171.3288 | 171.3288 | 171.3288 |
Max Trade Drawdown | -89095 | -95277 | -83801 | -629125 | -566874 | -274755 |
Profit Factor | 1.8861 | 2.8209 | 0.9666 | 1.0561 | 1.1446 | 0.9514 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 51.6854 | 51.1111 | 52.2727 | 51.6854 | 51.1111 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.7631 | 2.6982 | 0.8825 | 0.9873 | 1.0948 | 0.8687 |
Largest Winning Trade | 492549 | 492549 | 49036 | 353672 | 353672 | 150207 |
Largest Losing Trade | -49975 | -33990 | -49975 | -209015 | -209015 | -167889 |
Avg Bars in Trades | 39 | 38 | 39 | 39 | 38 | 39 |
Avg Bars in Winners | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 3490 | 1749 | 1740 | 3490 | 1749 | 1740 |
Profit Streak | 0 | 0 | 50.1825 | 0 | 0 | 50.1825 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372895 | 432936 | -579434 | -463617 | -351028 | -579434 |
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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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