Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615045.7548 | 589583.5387 | 25462.2162 | 247842.6732 | -106464.7596 | 354307.4328 |
Total P&L (%) | 615.0458 | 589.5835 | 25.4622 | 247.8427 | -106.4648 | 354.3074 |
Avg Daily Profit (%) | 0.3314 | 0.3177 | 0.0137 | 0.0672 | 0 | 0.0816 |
Buy And Hold Return (%) | 75.9811 | 75.9811 | 75.9811 | 75.9811 | 75.9811 | 75.9811 |
Max Trade Drawdown | -142430 | -85719 | -90643 | -1518137 | -891066 | -784420 |
Profit Factor | 1.9405 | 2.9337 | 1.0729 | 1.0584 | 0.9516 | 1.1733 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 39.7849 | 36.1702 | 43.4783 | 39.7849 | 36.1702 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.9369 | 5.1771 | 1.3948 | 1.6019 | 1.6792 | 1.5253 |
Largest Winning Trade | 442842 | 442842 | 57629 | 396157 | 396157 | 351960 |
Largest Losing Trade | -36080 | -22433 | -36080 | -309364 | -283729 | -309364 |
Avg Bars in Trades | 112 | 94 | 131 | 112 | 94 | 131 |
Avg Bars in Winners | 139 | 96 | 176 | 139 | 96 | 176 |
Avg Bars in Losers | 94 | 93 | 95 | 94 | 93 | 95 |
Bars Traded | 10455 | 4428 | 6027 | 10455 | 4428 | 6027 |
Profit Streak | 0 | 0 | 309.937 | 0 | 0 | 309.937 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328373 | 336543 | -481661 | -264983 | -583297 | -115504 |
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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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