Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614908.4706 | 501078.8651 | 113829.6054 | 1523190.361 | 1577918.0673 | -54727.7063 |
Total P&L (%) | 614.9085 | 501.0789 | 113.8296 | 1523.1904 | 1577.9181 | -54.7277 |
Avg Daily Profit (%) | 0.2455 | 0.2001 | 0.0455 | 0.1113 | 0.1127 | -0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106726 | -91596 | -85716 | -3883014 | -2773889 | -1554897 |
Profit Factor | 1.9339 | 2.4403 | 1.3666 | 1.0989 | 1.1859 | 0.9921 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 48.3516 | 47.8261 | 48.8889 | 48.3516 | 47.8261 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.0658 | 2.6621 | 1.4287 | 1.1738 | 1.2937 | 1.0372 |
Largest Winning Trade | 137047 | 137047 | 59287 | 2034007 | 2034007 | 1074452 |
Largest Losing Trade | -40190 | -35877 | -40190 | -1164495 | -953972 | -1164495 |
Avg Bars in Trades | 52 | 40 | 64 | 52 | 40 | 64 |
Avg Bars in Winners | 78 | 56 | 100 | 78 | 56 | 100 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 4777 | 1881 | 2896 | 4777 | 1881 | 2896 |
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 | 421248 | 428989 | -132081 | -156061 | -58999 | -579477 |
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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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