Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430335.7268 | 371746.723 | 58589.0038 | 553130.902 | 545291.524 | 7839.378 |
Total P&L (%) | 430.3357 | 371.7467 | 58.589 | 553.1309 | 545.2915 | 7.8394 |
Avg Daily Profit (%) | 0.4131 | 0.3569 | 0.0562 | 0.1803 | 0.1792 | 0.0072 |
Buy And Hold Return (%) | 107.4189 | 107.4189 | 107.4189 | 107.4189 | 107.4189 | 107.4189 |
Max Trade Drawdown | -70431 | -57690 | -48981 | -932202 | -661041 | -532238 |
Profit Factor | 2.3074 | 3.2798 | 1.3527 | 1.1907 | 1.3916 | 1.0052 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 39.1304 | 39.1304 | 39.1304 | 39.1304 | 39.1304 | 39.1304 |
Ratio Avg Win / Avg Loss | 3.5893 | 5.1019 | 2.1043 | 1.8522 | 2.1648 | 1.5636 |
Largest Winning Trade | 316764 | 316764 | 33908 | 562790 | 562790 | 312876 |
Largest Losing Trade | -16620 | -14487 | -16620 | -263492 | -202158 | -263492 |
Avg Bars in Trades | 262 | 244 | 280 | 262 | 244 | 280 |
Avg Bars in Winners | 466 | 425 | 507 | 466 | 425 | 507 |
Avg Bars in Losers | 131 | 128 | 133 | 131 | 128 | 133 |
Bars Traded | 24138 | 11257 | 12881 | 24138 | 11257 | 12881 |
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 | 274955 | 301565 | -286226 | -6969 | 150431 | -566773 |
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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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