Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769392.3685 | 629237.3679 | 140155.0006 | 3599531.2471 | 897914.2905 | 2701616.9566 |
Total P&L (%) | 769.3924 | 629.2374 | 140.155 | 3599.5312 | 897.9143 | 2701.617 |
Avg Daily Profit (%) | 0.4156 | 0.3399 | 0.0757 | 0.1952 | 0.1243 | 0.1802 |
Buy And Hold Return (%) | 41.4365 | 41.4365 | 41.4365 | 41.4365 | 41.4365 | 41.4365 |
Max Trade Drawdown | -107792 | -81796 | -88519 | -1541972 | -877977 | -663995 |
Profit Factor | 2.5904 | 3.5369 | 1.5945 | 1.7069 | 1.299 | 2.2935 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 47.0588 | 44.186 | 50 | 47.0588 | 44.186 | 50 |
Ratio Avg Win / Avg Loss | 2.9142 | 4.4677 | 1.5945 | 1.9203 | 1.6408 | 2.2935 |
Largest Winning Trade | 218981 | 218981 | 66145 | 770392 | 649402 | 770392 |
Largest Losing Trade | -33473 | -21154 | -33473 | -533706 | -533706 | -309872 |
Avg Bars in Trades | 84 | 75 | 93 | 84 | 75 | 93 |
Avg Bars in Winners | 127 | 119 | 135 | 127 | 119 | 135 |
Avg Bars in Losers | 45 | 41 | 50 | 45 | 41 | 50 |
Bars Traded | 7178 | 3266 | 3912 | 7178 | 3266 | 3912 |
Profit Streak | 0 | 0 | 44.6206 | 0 | 0 | 44.6206 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500507 | 494819 | -91053 | 371330 | -27640 | 461987 |
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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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