Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948701.1132 | 949715.1125 | -1013.9993 | 527550.1513 | 369903.8795 | 157646.2717 |
Total P&L (%) | 948.7011 | 949.7151 | -1.014 | 527.5502 | 369.9039 | 157.6463 |
Avg Daily Profit (%) | 0.505 | 0.5056 | -0.0005 | 0.0978 | 0.0824 | 0.0504 |
Buy And Hold Return (%) | 467.19 | 467.19 | 467.19 | 467.19 | 467.19 | 467.19 |
Max Trade Drawdown | -116043 | -96821 | -83451 | -1359678 | -1202921 | -475101 |
Profit Factor | 2.8049 | 5.0734 | 0.9965 | 1.1252 | 1.171 | 1.0769 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 46.0526 | 44.7368 | 47.3684 | 46.0526 | 44.7368 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.2857 | 6.2672 | 1.1073 | 1.3181 | 1.4465 | 1.1966 |
Largest Winning Trade | 810443 | 810443 | 54062 | 683886 | 683886 | 638981 |
Largest Losing Trade | -31976 | -27655 | -31976 | -366835 | -366835 | -271625 |
Avg Bars in Trades | 46 | 37 | 54 | 46 | 37 | 54 |
Avg Bars in Winners | 68 | 46 | 89 | 68 | 46 | 89 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 3516 | 1440 | 2076 | 3516 | 1440 | 2076 |
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 | -45998 | 352599 | -580121 | -325613 | -283174 | -428291 |
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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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