Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981951.9687 | 1079500.5676 | -97548.5989 | -11326.3647 | 571416.7556 | -582743.1202 |
Total P&L (%) | 981.952 | 1079.5006 | -97.5486 | -11.3264 | 571.4168 | -582.7431 |
Avg Daily Profit (%) | 0.521 | 0.5728 | -0.0518 | -0.0064 | 0.1011 | 0 |
Buy And Hold Return (%) | 335.2233 | 335.2233 | 335.2233 | 335.2233 | 335.2233 | 335.2233 |
Max Trade Drawdown | -170267 | -152926 | -197193 | -847347 | -574278 | -762810 |
Profit Factor | 2.1059 | 3.3115 | 0.7683 | 0.9952 | 1.4519 | 0.4655 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 37.2093 | 34.8837 | 39.5349 | 37.2093 | 34.8837 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.5537 | 6.1815 | 1.175 | 1.6794 | 2.7102 | 0.7119 |
Largest Winning Trade | 524948 | 524948 | 55199 | 750661 | 750661 | 146450 |
Largest Losing Trade | -59026 | -59026 | -50240 | -459133 | -459133 | -448976 |
Avg Bars in Trades | 62 | 66 | 59 | 62 | 66 | 59 |
Avg Bars in Winners | 92 | 90 | 94 | 92 | 90 | 94 |
Avg Bars in Losers | 45 | 53 | 36 | 45 | 53 | 36 |
Bars Traded | 5404 | 2847 | 2557 | 5404 | 2847 | 2557 |
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 | 247234 | 317236 | -583130 | -582744 | -70168 | -584796 |
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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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