Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582653.0258 | 519384.0674 | 63268.9584 | 885412.7158 | 810618.1939 | 74794.522 |
Total P&L (%) | 582.653 | 519.3841 | 63.269 | 885.4127 | 810.6182 | 74.7945 |
Avg Daily Profit (%) | 0.6617 | 0.5899 | 0.0719 | 0.2602 | 0.2512 | 0.0634 |
Buy And Hold Return (%) | 183.992 | 183.992 | 183.992 | 183.992 | 183.992 | 183.992 |
Max Trade Drawdown | -110994 | -95892 | -29179 | -753837 | -567299 | -201906 |
Profit Factor | 2.2185 | 2.5941 | 1.4152 | 1.4825 | 1.6308 | 1.136 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 87 | 35 | 52 | 87 | 35 | 52 |
Losing Trades | 87 | 52 | 35 | 87 | 52 | 35 |
Profitability (%) | 50 | 40.2299 | 59.7701 | 50 | 40.2299 | 59.7701 |
Ratio Avg Win / Avg Loss | 2.2185 | 3.8541 | 0.9526 | 1.4825 | 2.4229 | 0.7646 |
Largest Winning Trade | 324705 | 324705 | 26221 | 684773 | 684773 | 83194 |
Largest Losing Trade | -24821 | -24821 | -17508 | -260464 | -260464 | -109453 |
Avg Bars in Trades | 59 | 107 | 12 | 59 | 107 | 12 |
Avg Bars in Winners | 78 | 179 | 10 | 78 | 179 | 10 |
Avg Bars in Losers | 41 | 59 | 14 | 41 | 59 | 14 |
Bars Traded | 10420 | 9374 | 1046 | 10420 | 9374 | 1046 |
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 | 509559 | 321378 | -262431 | 329844 | 200892 | -345362 |
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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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