Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042402.3935 | 987087.8834 | 55314.5101 | 1297944.8005 | -416177.4452 | 1714122.2456 |
Total P&L (%) | 1042.4024 | 987.0879 | 55.3145 | 1297.9448 | -416.1774 | 1714.1222 |
Avg Daily Profit (%) | 0.417 | 0.3949 | 0.0221 | 0.1056 | 0 | 0.116 |
Buy And Hold Return (%) | 479.5398 | 479.5398 | 479.5398 | 479.5398 | 479.5398 | 479.5398 |
Max Trade Drawdown | -170568 | -116281 | -103559 | -6184737 | -5004228 | -2634938 |
Profit Factor | 2.665 | 4.531 | 1.1596 | 1.0947 | 0.9477 | 1.2982 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 48.8372 | 41.8605 | 55.814 | 48.8372 | 41.8605 | 55.814 |
Ratio Avg Win / Avg Loss | 2.7919 | 6.2931 | 0.918 | 1.1468 | 1.3163 | 1.0278 |
Largest Winning Trade | 401835 | 401835 | 51798 | 2176582 | 1775376 | 2176582 |
Largest Losing Trade | -80034 | -27804 | -80034 | -1970662 | -1970662 | -1634304 |
Avg Bars in Trades | 170 | 175 | 164 | 170 | 175 | 164 |
Avg Bars in Winners | 230 | 267 | 202 | 230 | 267 | 202 |
Avg Bars in Losers | 112 | 109 | 117 | 112 | 109 | 117 |
Bars Traded | 14622 | 7544 | 7078 | 14622 | 7544 | 7078 |
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 | 324842 | 271466 | -374873 | -171576 | -582225 | -39421 |
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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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