Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110200.3328 | 1111510.5014 | -1310.1686 | 80325.5626 | 180404.2558 | -100078.6932 |
Total P&L (%) | 1110.2003 | 1111.5105 | -1.3102 | 80.3256 | 180.4043 | -100.0787 |
Avg Daily Profit (%) | 0.533 | 0.5337 | -0.0006 | 0.0283 | 0.0495 | 0 |
Buy And Hold Return (%) | 64.6972 | 64.6972 | 64.6972 | 64.6972 | 64.6972 | 64.6972 |
Max Trade Drawdown | -157287 | -145493 | -56180 | -1188226 | -1120121 | -506804 |
Profit Factor | 2.5456 | 3.0785 | 0.9929 | 1.0218 | 1.0656 | 0.8928 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 39.5604 | 37.7778 | 41.3043 | 39.5604 | 37.7778 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.8891 | 5.0705 | 1.4109 | 1.5611 | 1.7551 | 1.2688 |
Largest Winning Trade | 739218 | 739218 | 29449 | 1186651 | 1186651 | 242460 |
Largest Losing Trade | -55754 | -55754 | -34307 | -566672 | -566672 | -462186 |
Avg Bars in Trades | 269 | 464 | 78 | 269 | 464 | 78 |
Avg Bars in Winners | 377 | 682 | 104 | 377 | 682 | 104 |
Avg Bars in Losers | 198 | 332 | 60 | 198 | 332 | 60 |
Bars Traded | 24528 | 20902 | 3626 | 24528 | 20902 | 3626 |
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 | 429127 | 435022 | -582419 | -444927 | -282010 | -582419 |
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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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