Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754092.4903 | 787290.4493 | -33197.959 | -24564.2315 | 174952.662 | -199516.8935 |
Total P&L (%) | 754.0925 | 787.2904 | -33.198 | -24.5642 | 174.9527 | -199.5169 |
Avg Daily Profit (%) | 0.3935 | 0.4108 | -0.0173 | -0.0147 | 0.0528 | 0 |
Buy And Hold Return (%) | 54.7981 | 54.7981 | 54.7981 | 54.7981 | 54.7981 | 54.7981 |
Max Trade Drawdown | -178393 | -154496 | -66586 | -867422 | -719556 | -199650 |
Profit Factor | 2.635 | 4.0235 | 0.8347 | 0.9827 | 1.1906 | 0.6009 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 54.023 | 51.1628 | 56.8182 | 54.023 | 51.1628 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.2426 | 3.8406 | 0.6344 | 0.8363 | 1.1364 | 0.4567 |
Largest Winning Trade | 865547 | 865547 | 28190 | 805793 | 805793 | 52564 |
Largest Losing Trade | -60338 | -60338 | -55558 | -359259 | -359259 | -114990 |
Avg Bars in Trades | 41 | 58 | 25 | 41 | 58 | 25 |
Avg Bars in Winners | 40 | 53 | 29 | 40 | 53 | 29 |
Avg Bars in Losers | 43 | 64 | 20 | 43 | 64 | 20 |
Bars Traded | 3648 | 2525 | 1123 | 3648 | 2525 | 1123 |
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 | 556954 | 616316 | -579557 | -580024 | -136078 | -579557 |
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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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