Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239389.133 | 1219702.3469 | 19686.7861 | 694235.3361 | 366276.4275 | 327958.9087 |
Total P&L (%) | 1239.3891 | 1219.7023 | 19.6868 | 694.2353 | 366.2764 | 327.9589 |
Avg Daily Profit (%) | 0.6805 | 0.6696 | 0.0108 | 0.1138 | 0.0846 | 0.0799 |
Buy And Hold Return (%) | 625.7271 | 625.7271 | 625.7271 | 625.7271 | 625.7271 | 625.7271 |
Max Trade Drawdown | -98352 | -111116 | -12197 | -1923602 | -2185270 | -155920 |
Profit Factor | 3.5144 | 3.7253 | 1.434 | 1.1171 | 1.0657 | 1.9181 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 50.5747 | 39.5349 | 61.3636 | 50.5747 | 39.5349 | 61.3636 |
Ratio Avg Win / Avg Loss | 3.4345 | 5.6975 | 0.9029 | 1.0917 | 1.63 | 1.2077 |
Largest Winning Trade | 715783 | 715783 | 7927 | 1276541 | 1276541 | 126506 |
Largest Losing Trade | -58694 | -58694 | -6468 | -1256647 | -1256647 | -67826 |
Avg Bars in Trades | 232 | 464 | 6 | 232 | 464 | 6 |
Avg Bars in Winners | 236 | 601 | 5 | 236 | 601 | 5 |
Avg Bars in Losers | 229 | 374 | 7 | 229 | 374 | 7 |
Bars Traded | 20249 | 19971 | 278 | 20249 | 19971 | 278 |
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 | 437008 | 275970 | -343128 | -263741 | -396953 | -247774 |
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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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