Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638850.2451 | 623422.2786 | 15427.9665 | 533535.4326 | 1118587.9673 | -585052.5347 |
Total P&L (%) | 638.8502 | 623.4223 | 15.428 | 533.5354 | 1118.588 | -585.0525 |
Avg Daily Profit (%) | 0.3533 | 0.3448 | 0.0085 | 0.1021 | 0.1384 | 0 |
Buy And Hold Return (%) | 124.4931 | 124.4931 | 124.4931 | 124.4931 | 124.4931 | 124.4931 |
Max Trade Drawdown | -125152 | -78851 | -64478 | -2054332 | -1229715 | -911950 |
Profit Factor | 2.4452 | 3.8976 | 1.068 | 1.1164 | 1.5026 | 0.7519 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 46.2366 | 45.6522 | 46.8085 | 46.2366 | 45.6522 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.8432 | 4.6401 | 1.2136 | 1.2981 | 1.7888 | 0.8544 |
Largest Winning Trade | 360304 | 360304 | 77885 | 1904359 | 1904359 | 380982 |
Largest Losing Trade | -48714 | -48714 | -20637 | -380674 | -311981 | -380674 |
Avg Bars in Trades | 55 | 46 | 64 | 55 | 46 | 64 |
Avg Bars in Winners | 81 | 68 | 94 | 81 | 68 | 94 |
Avg Bars in Losers | 33 | 28 | 37 | 33 | 28 | 37 |
Bars Traded | 5179 | 2161 | 3018 | 5179 | 2161 | 3018 |
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 | 415657 | 479376 | -494105 | -151868 | -7094 | -581938 |
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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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