Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285807.0406 | 1285220.4622 | 586.5785 | 698159.3315 | 741084.0258 | -42924.6943 |
Total P&L (%) | 1285.807 | 1285.2205 | 0.5866 | 698.1593 | 741.084 | -42.9247 |
Avg Daily Profit (%) | 0.5701 | 0.5699 | 0.0003 | 0.0921 | 0.0945 | -0.0249 |
Buy And Hold Return (%) | 340.2891 | 340.2891 | 340.2891 | 340.2891 | 340.2891 | 340.2891 |
Max Trade Drawdown | -117393 | -63762 | -103563 | -1097529 | -892871 | -1117057 |
Profit Factor | 2.5193 | 4.4156 | 1.0012 | 1.0921 | 1.2186 | 0.9898 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 47.027 | 44.086 | 50 | 47.027 | 44.086 | 50 |
Ratio Avg Win / Avg Loss | 2.8378 | 5.6002 | 1.0012 | 1.2302 | 1.5456 | 0.9898 |
Largest Winning Trade | 874901 | 874901 | 57635 | 935822 | 935822 | 613236 |
Largest Losing Trade | -34747 | -29680 | -34747 | -567052 | -359193 | -567052 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 72 | 60 | 83 | 72 | 60 | 83 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 8658 | 3796 | 4862 | 8658 | 3796 | 4862 |
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 | 482299 | 487410 | -577700 | -195468 | -74041 | -581086 |
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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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