Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702448.4839 | 653868.5792 | 48579.9046 | 1303966.1979 | 1409240.9878 | -105274.7899 |
Total P&L (%) | 702.4485 | 653.8686 | 48.5799 | 1303.9662 | 1409.241 | -105.2748 |
Avg Daily Profit (%) | 0.3887 | 0.3619 | 0.0269 | 0.1463 | 0.1503 | 0 |
Buy And Hold Return (%) | 253.5307 | 253.5307 | 253.5307 | 253.5307 | 253.5307 | 253.5307 |
Max Trade Drawdown | -87722 | -60717 | -61071 | -2298537 | -1752592 | -1110550 |
Profit Factor | 2.207 | 3.3633 | 1.1591 | 1.1901 | 1.4121 | 0.9694 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 49.4737 | 46.8085 | 52.0833 | 49.4737 | 46.8085 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.254 | 3.8219 | 1.0664 | 1.2155 | 1.6046 | 0.8918 |
Largest Winning Trade | 236422 | 236422 | 74456 | 1580934 | 1580934 | 688189 |
Largest Losing Trade | -36036 | -36036 | -31457 | -633034 | -633034 | -560858 |
Avg Bars in Trades | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Winners | 50 | 47 | 52 | 50 | 47 | 52 |
Avg Bars in Losers | 23 | 17 | 29 | 23 | 17 | 29 |
Bars Traded | 3473 | 1483 | 1990 | 3473 | 1483 | 1990 |
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 | 381031 | 403451 | -367874 | -9873 | 265392 | -580419 |
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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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