Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284120.1455 | 1328806.1968 | -44686.0513 | 188242.1017 | 653127.4432 | -464885.3415 |
Total P&L (%) | 1284.1201 | 1328.8062 | -44.6861 | 188.2421 | 653.1274 | -464.8853 |
Avg Daily Profit (%) | 0.707 | 0.7316 | -0.0246 | 0.0583 | 0.1112 | 0 |
Buy And Hold Return (%) | 570.8804 | 570.8804 | 570.8804 | 570.8804 | 570.8804 | 570.8804 |
Max Trade Drawdown | -131809 | -143411 | -77530 | -1284804 | -1119850 | -543063 |
Profit Factor | 3.1748 | 5.2473 | 0.839 | 1.0607 | 1.3748 | 0.6577 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 35.2273 | 31.8182 | 38.6364 | 35.2273 | 31.8182 | 38.6364 |
Ratio Avg Win / Avg Loss | 5.8375 | 11.2442 | 1.3326 | 1.9503 | 2.946 | 1.0445 |
Largest Winning Trade | 773150 | 773150 | 70744 | 1305515 | 1305515 | 283534 |
Largest Losing Trade | -41380 | -41380 | -38180 | -283564 | -283564 | -190753 |
Avg Bars in Trades | 235 | 224 | 245 | 235 | 224 | 245 |
Avg Bars in Winners | 433 | 445 | 423 | 433 | 445 | 423 |
Avg Bars in Losers | 127 | 121 | 134 | 127 | 121 | 134 |
Bars Traded | 20692 | 9877 | 10815 | 20692 | 9877 | 10815 |
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 | 277256 | 318253 | -583472 | -438998 | -170415 | -583472 |
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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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