Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641159.6975 | 579757.4508 | 61402.2467 | 656364.486 | 716333.4949 | -59969.009 |
Total P&L (%) | 641.1597 | 579.7575 | 61.4022 | 656.3645 | 716.3335 | -59.969 |
Avg Daily Profit (%) | 0.5194 | 0.4696 | 0.0497 | 0.164 | 0.1702 | -0.0741 |
Buy And Hold Return (%) | 10.7542 | 10.7542 | 10.7542 | 10.7542 | 10.7542 | 10.7542 |
Max Trade Drawdown | -96324 | -88685 | -61569 | -1441605 | -1239653 | -1140259 |
Profit Factor | 2.2988 | 2.9163 | 1.3213 | 1.1056 | 1.2014 | 0.9774 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 44.5652 | 43.4783 | 45.6522 | 44.5652 | 43.4783 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.8595 | 3.7911 | 1.573 | 1.3753 | 1.5618 | 1.1636 |
Largest Winning Trade | 444472 | 444472 | 36170 | 802421 | 802421 | 460156 |
Largest Losing Trade | -32608 | -32608 | -24642 | -612912 | -612912 | -444213 |
Avg Bars in Trades | 51 | 69 | 34 | 51 | 69 | 34 |
Avg Bars in Winners | 67 | 84 | 50 | 67 | 84 | 50 |
Avg Bars in Losers | 39 | 57 | 20 | 39 | 57 | 20 |
Bars Traded | 4780 | 3199 | 1581 | 4780 | 3199 | 1581 |
Profit Streak | 0 | 0 | 47.4913 | 0 | 0 | 47.4913 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477940 | 484130 | -127080 | -98485 | 212859 | -580168 |
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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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