Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100515.1234 | 1074172.854 | 26342.2694 | 1444127.5235 | 2035474.3318 | -591346.8083 |
Total P&L (%) | 1100.5151 | 1074.1729 | 26.3423 | 1444.1275 | 2035.4743 | -591.3468 |
Avg Daily Profit (%) | 0.6043 | 0.5898 | 0.0145 | 0.1504 | 0.1682 | 0 |
Buy And Hold Return (%) | 600.1223 | 600.1223 | 600.1223 | 600.1223 | 600.1223 | 600.1223 |
Max Trade Drawdown | -92684 | -57552 | -115581 | -1744537 | -965421 | -1011512 |
Profit Factor | 2.8077 | 5.5691 | 1.0705 | 1.227 | 1.8697 | 0.853 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 47.6744 | 46.5116 | 48.8372 | 47.6744 | 46.5116 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.0816 | 6.4045 | 1.1215 | 1.3467 | 2.1501 | 0.8936 |
Largest Winning Trade | 643467 | 643467 | 75432 | 1322917 | 1322917 | 792965 |
Largest Losing Trade | -63294 | -29312 | -63294 | -598041 | -402142 | -598041 |
Avg Bars in Trades | 249 | 234 | 264 | 249 | 234 | 264 |
Avg Bars in Winners | 366 | 329 | 401 | 366 | 329 | 401 |
Avg Bars in Losers | 142 | 151 | 133 | 142 | 151 | 133 |
Bars Traded | 21440 | 10075 | 11365 | 21440 | 10075 | 11365 |
Profit Streak | 0 | 115.1748 | 0 | 0 | 115.1748 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294497 | 394005 | -482688 | 86290 | 295356 | -581179 |
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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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