Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062440.5098 | 1041252.5101 | 21187.9997 | 1437216.9967 | 1458367.5989 | -21150.6022 |
Total P&L (%) | 1062.4405 | 1041.2525 | 21.188 | 1437.217 | 1458.3676 | -21.1506 |
Avg Daily Profit (%) | 0.5862 | 0.5745 | 0.0117 | 0.1509 | 0.1516 | -0.0131 |
Buy And Hold Return (%) | 588.1154 | 588.1154 | 588.1154 | 588.1154 | 588.1154 | 588.1154 |
Max Trade Drawdown | -136554 | -73674 | -141501 | -1412924 | -945006 | -769878 |
Profit Factor | 2.8037 | 5.2395 | 1.0617 | 1.3924 | 1.8621 | 0.9893 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 48.8095 | 47.619 | 50 | 48.8095 | 47.619 | 50 |
Ratio Avg Win / Avg Loss | 2.9405 | 5.7634 | 1.0617 | 1.4603 | 2.0483 | 0.9893 |
Largest Winning Trade | 606692 | 606692 | 69884 | 650626 | 650626 | 504577 |
Largest Losing Trade | -38422 | -38422 | -36680 | -379788 | -379788 | -338096 |
Avg Bars in Trades | 61 | 65 | 57 | 61 | 65 | 57 |
Avg Bars in Winners | 75 | 78 | 72 | 75 | 78 | 72 |
Avg Bars in Losers | 47 | 53 | 41 | 47 | 53 | 41 |
Bars Traded | 5143 | 2749 | 2394 | 5143 | 2749 | 2394 |
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 | 297821 | 356685 | -495615 | 147504 | 237065 | -580734 |
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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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