Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099974.2506 | 1196540.4922 | -96566.2416 | -89144.8694 | 57842.651 | -146987.5204 |
Total P&L (%) | 1099.9743 | 1196.5405 | -96.5662 | -89.1449 | 57.8427 | -146.9875 |
Avg Daily Profit (%) | 0.6142 | 0.6681 | -0.0539 | -0.1239 | 0.0255 | 0 |
Buy And Hold Return (%) | 506.1313 | 506.1313 | 506.1313 | 506.1313 | 506.1313 | 506.1313 |
Max Trade Drawdown | -132657 | -139714 | -226044 | -76637 | -23079 | -123327 |
Profit Factor | 2.3091 | 4.2703 | 0.7964 | 0.6446 | 1.9377 | 0.2228 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 41.8605 | 34.8837 | 48.8372 | 41.8605 | 34.8837 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.2071 | 7.9713 | 0.8344 | 0.8952 | 3.6171 | 0.2334 |
Largest Winning Trade | 1073569 | 1073569 | 61309 | 46812 | 46812 | 6852 |
Largest Losing Trade | -94674 | -29829 | -94674 | -76201 | -14560 | -76201 |
Avg Bars in Trades | 81 | 73 | 90 | 81 | 73 | 90 |
Avg Bars in Winners | 125 | 118 | 129 | 125 | 118 | 129 |
Avg Bars in Losers | 50 | 48 | 52 | 50 | 48 | 52 |
Bars Traded | 7030 | 3142 | 3887 | 7030 | 3142 | 3887 |
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 | 262989 | 324326 | -581179 | -583713 | -326747 | -581179 |
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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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