Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769256.8681 | 714649.3126 | 54607.5556 | 1241712.6964 | 1934612.4462 | -692899.7498 |
Total P&L (%) | 769.2569 | 714.6493 | 54.6076 | 1241.7127 | 1934.6124 | -692.8998 |
Avg Daily Profit (%) | 0.4254 | 0.3952 | 0.0302 | 0.1437 | 0.1668 | 0 |
Buy And Hold Return (%) | 208.8099 | 208.8099 | 208.8099 | 208.8099 | 208.8099 | 208.8099 |
Max Trade Drawdown | -132059 | -50745 | -116283 | -1841726 | -1027138 | -1362269 |
Profit Factor | 2.3644 | 4.3001 | 1.1573 | 1.1984 | 1.7911 | 0.8183 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.9532 | 3.5522 | 0.956 | 0.99 | 1.4796 | 0.676 |
Largest Winning Trade | 346860 | 346860 | 73116 | 1169539 | 1169539 | 561752 |
Largest Losing Trade | -57015 | -43353 | -57015 | -721433 | -721433 | -631004 |
Avg Bars in Trades | 62 | 58 | 67 | 62 | 58 | 67 |
Avg Bars in Winners | 78 | 73 | 83 | 78 | 73 | 83 |
Avg Bars in Losers | 43 | 40 | 47 | 43 | 40 | 47 |
Bars Traded | 5291 | 2462 | 2829 | 5291 | 2462 | 2829 |
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 | 461027 | 536861 | -366872 | -4649 | 385201 | -580117 |
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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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