Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620115.9288 | 570407.7174 | 49708.2114 | 298208.2759 | 455997.25 | -157788.9741 |
Total P&L (%) | 620.1159 | 570.4077 | 49.7082 | 298.2083 | 455.9973 | -157.789 |
Avg Daily Profit (%) | 0.3394 | 0.3122 | 0.0272 | 0.0757 | 0.0939 | 0 |
Buy And Hold Return (%) | 170.0795 | 170.0795 | 170.0795 | 170.0795 | 170.0795 | 170.0795 |
Max Trade Drawdown | -89701 | -74414 | -75848 | -518076 | -351503 | -208746 |
Profit Factor | 2.2229 | 3.3603 | 1.1873 | 1.2017 | 1.6361 | 0.7928 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 45.8824 | 42.8571 | 48.8372 | 45.8824 | 42.8571 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.6219 | 4.4804 | 1.2438 | 1.4174 | 2.1814 | 0.8305 |
Largest Winning Trade | 345811 | 345811 | 68692 | 623376 | 623376 | 132609 |
Largest Losing Trade | -33933 | -30326 | -33933 | -123838 | -123838 | -118746 |
Avg Bars in Trades | 39 | 40 | 37 | 39 | 40 | 37 |
Avg Bars in Winners | 51 | 54 | 49 | 51 | 54 | 49 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 3318 | 1705 | 1613 | 3318 | 1705 | 1613 |
Profit Streak | 0 | 32.9085 | 0 | 0 | 32.9085 | 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 | 343753 | 375551 | -337220 | -102349 | -70035 | -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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