Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662245.7511 | 552893.6963 | 109352.0548 | 1232566.9378 | 827547.7586 | 405019.1792 |
Total P&L (%) | 662.2458 | 552.8937 | 109.3521 | 1232.5669 | 827.5478 | 405.0192 |
Avg Daily Profit (%) | 0.3459 | 0.2888 | 0.0571 | 0.1354 | 0.1164 | 0.0846 |
Buy And Hold Return (%) | 63.1951 | 63.1951 | 63.1951 | 63.1951 | 63.1951 | 63.1951 |
Max Trade Drawdown | -127004 | -78578 | -58568 | -1689533 | -924666 | -990541 |
Profit Factor | 2.3494 | 3.38 | 1.4231 | 1.1979 | 1.271 | 1.1275 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 50.5747 | 45.4545 | 55.814 | 50.5747 | 45.4545 | 55.814 |
Ratio Avg Win / Avg Loss | 2.296 | 4.056 | 1.1266 | 1.1706 | 1.5252 | 0.8926 |
Largest Winning Trade | 337689 | 337689 | 62072 | 729882 | 699701 | 729882 |
Largest Losing Trade | -41551 | -37510 | -41551 | -990541 | -593615 | -990541 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 51 | 46 | 55 | 51 | 46 | 55 |
Avg Bars in Losers | 28 | 26 | 31 | 28 | 26 | 31 |
Bars Traded | 3502 | 1566 | 1936 | 3502 | 1566 | 1936 |
Profit Streak | 0 | 0 | 73.9455 | 0 | 0 | 73.9455 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506382 | 487827 | -123136 | -14495 | -37867 | -160941 |
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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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