Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714898.6357 | 642710.8298 | 72187.8059 | 629447.9221 | 677656.6536 | -48208.7315 |
Total P&L (%) | 714.8986 | 642.7108 | 72.1878 | 629.4479 | 677.6567 | -48.2087 |
Avg Daily Profit (%) | 0.3869 | 0.3478 | 0.0391 | 0.1076 | 0.1111 | -0.0356 |
Buy And Hold Return (%) | 77.8075 | 77.8075 | 77.8075 | 77.8075 | 77.8075 | 77.8075 |
Max Trade Drawdown | -97873 | -152540 | -56133 | -1590219 | -1891120 | -942833 |
Profit Factor | 1.9231 | 2.6165 | 1.1915 | 1.0618 | 1.1303 | 0.9903 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 46.1538 | 42.3529 | 50 | 46.1538 | 42.3529 | 50 |
Ratio Avg Win / Avg Loss | 2.2436 | 3.5614 | 1.1915 | 1.2388 | 1.5385 | 0.9903 |
Largest Winning Trade | 440682 | 440682 | 50996 | 919600 | 919600 | 454262 |
Largest Losing Trade | -39472 | -39472 | -28437 | -766641 | -766641 | -618585 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 27 | 26 | 27 | 27 | 26 | 27 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 3513 | 1792 | 1722 | 3513 | 1792 | 1722 |
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 | 466337 | 405652 | -316401 | -201824 | -123407 | -580829 |
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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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