Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201943.4767 | 1191119.3215 | 10824.1552 | 1130964.9393 | 2154121.7528 | -1023156.8135 |
Total P&L (%) | 1201.9435 | 1191.1193 | 10.8242 | 1130.9649 | 2154.1218 | -1023.1568 |
Avg Daily Profit (%) | 0.6632 | 0.6572 | 0.006 | 0.1386 | 0.172 | 0 |
Buy And Hold Return (%) | 469.7517 | 469.7517 | 469.7517 | 469.7517 | 469.7517 | 469.7517 |
Max Trade Drawdown | -104316 | -66140 | -110533 | -2816805 | -2002974 | -1190571 |
Profit Factor | 2.96 | 5.4825 | 1.0311 | 1.136 | 1.5766 | 0.7766 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 45.3488 | 51.1628 | 39.5349 | 45.3488 | 51.1628 | 39.5349 |
Ratio Avg Win / Avg Loss | 3.5672 | 5.2333 | 1.5771 | 1.369 | 1.505 | 1.1878 |
Largest Winning Trade | 784719 | 784719 | 77339 | 1921706 | 1921706 | 793387 |
Largest Losing Trade | -48045 | -30924 | -48045 | -875325 | -875325 | -628757 |
Avg Bars in Trades | 245 | 237 | 253 | 245 | 237 | 253 |
Avg Bars in Winners | 359 | 317 | 413 | 359 | 317 | 413 |
Avg Bars in Losers | 150 | 154 | 148 | 150 | 154 | 148 |
Bars Traded | 21113 | 10230 | 10883 | 21113 | 10230 | 10883 |
Profit Streak | 0 | 100.7753 | 0 | 0 | 100.7753 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452418 | 623969 | -539792 | -84252 | 350805 | -583130 |
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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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