Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1268084.9384 | 1287534.7239 | -19449.7855 | 173149.0497 | 693651.2346 | -520502.1849 |
Total P&L (%) | 1268.0849 | 1287.5347 | -19.4498 | 173.1491 | 693.6512 | -520.5022 |
Avg Daily Profit (%) | 0.6742 | 0.6846 | -0.0103 | 0.0534 | 0.1102 | 0 |
Buy And Hold Return (%) | 260.7587 | 260.7587 | 260.7587 | 260.7587 | 260.7587 | 260.7587 |
Max Trade Drawdown | -124495 | -104747 | -79613 | -2482097 | -2008543 | -1376707 |
Profit Factor | 3.0424 | 5.1429 | 0.9373 | 1.0249 | 1.1882 | 0.8406 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 52.3256 | 51.1628 | 53.4884 | 52.3256 | 51.1628 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.772 | 4.9091 | 0.815 | 0.9338 | 1.1342 | 0.731 |
Largest Winning Trade | 1065865 | 1065865 | 59420 | 2081556 | 2081556 | 709922 |
Largest Losing Trade | -58808 | -55278 | -58808 | -1215045 | -781070 | -1215045 |
Avg Bars in Trades | 125 | 112 | 137 | 125 | 112 | 137 |
Avg Bars in Winners | 143 | 132 | 153 | 143 | 132 | 153 |
Avg Bars in Losers | 105 | 91 | 119 | 105 | 91 | 119 |
Bars Traded | 10750 | 4823 | 5927 | 10750 | 4823 | 5927 |
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 | 611240 | 680106 | -580274 | -481597 | -62198 | -580274 |
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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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