Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647746.5708 | 677996.3556 | -30249.7848 | 116971.3843 | 279269.6725 | -162298.2883 |
Total P&L (%) | 647.7466 | 677.9964 | -30.2498 | 116.9714 | 279.2697 | -162.2983 |
Avg Daily Profit (%) | 0.3524 | 0.3688 | -0.0165 | 0.0421 | 0.0725 | 0 |
Buy And Hold Return (%) | 107.5116 | 107.5116 | 107.5116 | 107.5116 | 107.5116 | 107.5116 |
Max Trade Drawdown | -116864 | -53418 | -112460 | -975104 | -490168 | -771408 |
Profit Factor | 1.991 | 3.4378 | 0.9195 | 1.0347 | 1.1824 | 0.9116 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 44.186 | 46.5116 | 41.8605 | 44.186 | 46.5116 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.5149 | 3.9535 | 1.277 | 1.3071 | 1.3598 | 1.2661 |
Largest Winning Trade | 577620 | 577620 | 48574 | 335603 | 291280 | 335603 |
Largest Losing Trade | -41434 | -30282 | -41434 | -262663 | -210639 | -262663 |
Avg Bars in Trades | 124 | 117 | 131 | 124 | 117 | 131 |
Avg Bars in Winners | 194 | 180 | 210 | 194 | 180 | 210 |
Avg Bars in Losers | 68 | 63 | 74 | 68 | 63 | 74 |
Bars Traded | 10712 | 5066 | 5645 | 10712 | 5066 | 5645 |
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 | 375890 | 514344 | -582225 | -459352 | -120692 | -582225 |
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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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