Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617121.9351 | 517139.2737 | 99982.6614 | 851288.2697 | 1515554.7856 | -664266.5159 |
Total P&L (%) | 617.1219 | 517.1393 | 99.9827 | 851.2883 | 1515.5548 | -664.2665 |
Avg Daily Profit (%) | 0.3223 | 0.2701 | 0.0522 | 0.1177 | 0.1454 | 0 |
Buy And Hold Return (%) | 23.4529 | 23.4529 | 23.4529 | 23.4529 | 23.4529 | 23.4529 |
Max Trade Drawdown | -140427 | -97758 | -90928 | -2430905 | -1395298 | -1789688 |
Profit Factor | 1.9671 | 2.6196 | 1.3136 | 1.1112 | 1.4392 | 0.842 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 48.8372 | 44.186 | 53.4884 | 48.8372 | 44.186 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.0608 | 3.309 | 1.1423 | 1.1641 | 1.818 | 0.7322 |
Largest Winning Trade | 207969 | 207969 | 51674 | 1467903 | 1467903 | 565603 |
Largest Losing Trade | -58236 | -44173 | -58236 | -1671192 | -529412 | -1671192 |
Avg Bars in Trades | 42 | 46 | 39 | 42 | 46 | 39 |
Avg Bars in Winners | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Losers | 35 | 40 | 28 | 35 | 40 | 28 |
Bars Traded | 3692 | 1991 | 1700 | 3692 | 1991 | 1700 |
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 | 453519 | 411225 | -124492 | -133821 | 48795 | -580274 |
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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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