Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441001.5264 | 436494.3426 | 4507.1838 | 103373.6951 | 639665.8127 | -536292.1177 |
Total P&L (%) | 441.0015 | 436.4943 | 4.5072 | 103.3737 | 639.6658 | -536.2921 |
Avg Daily Profit (%) | 0.2442 | 0.2417 | 0.0025 | 0.0393 | 0.1109 | 0 |
Buy And Hold Return (%) | 113.9398 | 113.9398 | 113.9398 | 113.9398 | 113.9398 | 113.9398 |
Max Trade Drawdown | -206373 | -144458 | -123452 | -2137198 | -1543342 | -981136 |
Profit Factor | 2.0196 | 3.1365 | 1.0198 | 1.033 | 1.386 | 0.6361 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 42.3077 | 43.5897 | 41.0256 | 42.3077 | 43.5897 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.7541 | 4.059 | 1.4659 | 1.4087 | 1.7937 | 0.9144 |
Largest Winning Trade | 418638 | 418638 | 66293 | 1759979 | 1759979 | 249311 |
Largest Losing Trade | -40261 | -29261 | -40261 | -628873 | -501656 | -628873 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 24 | 18 | 30 | 24 | 18 | 30 |
Bars Traded | 3173 | 1432 | 1741 | 3173 | 1432 | 1741 |
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 | -32269 | 328541 | -557527 | -532144 | -46251 | -584247 |
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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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