Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377495.085 | 342843.1524 | 34651.9327 | 800578.4652 | 1316070.1565 | -515491.6912 |
Total P&L (%) | 377.4951 | 342.8432 | 34.6519 | 800.5785 | 1316.0702 | -515.4917 |
Avg Daily Profit (%) | 0.4264 | 0.3872 | 0.0391 | 0.2486 | 0.2998 | 0 |
Buy And Hold Return (%) | 366.5344 | 366.5344 | 366.5344 | 366.5344 | 366.5344 | 366.5344 |
Max Trade Drawdown | -69003 | -53600 | -74068 | -1280221 | -497792 | -1034204 |
Profit Factor | 2.2949 | 3.6155 | 1.216 | 1.2319 | 2.0269 | 0.7624 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 54.2169 | 47.619 | 60.9756 | 54.2169 | 47.619 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.9379 | 3.977 | 0.7782 | 1.0403 | 2.2296 | 0.488 |
Largest Winning Trade | 109440 | 109440 | 42021 | 909102 | 909102 | 645261 |
Largest Losing Trade | -45916 | -22902 | -45916 | -906481 | -186353 | -906481 |
Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Winners | 38 | 43 | 35 | 38 | 43 | 35 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 2409 | 1201 | 1208 | 2409 | 1201 | 1208 |
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 | -143002 | -150381 | -306757 | 72238 | 343873 | -579041 |
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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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