Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608631.6667 | 557811.3994 | 50820.2673 | 212456.6642 | 202432.7307 | 10023.9335 |
Total P&L (%) | 608.6317 | 557.8114 | 50.8203 | 212.4567 | 202.4327 | 10.0239 |
Avg Daily Profit (%) | 0.325 | 0.2978 | 0.0271 | 0.0608 | 0.0591 | 0.0051 |
Buy And Hold Return (%) | 82.9282 | 82.9282 | 82.9282 | 82.9282 | 82.9282 | 82.9282 |
Max Trade Drawdown | -258026 | -191176 | -80521 | -1503834 | -1191902 | -871489 |
Profit Factor | 1.9713 | 2.3786 | 1.2289 | 1.06 | 1.1006 | 1.0065 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 48.2759 | 52.2727 | 44.186 | 48.2759 | 52.2727 | 44.186 |
Ratio Avg Win / Avg Loss | 2.1121 | 2.1718 | 1.5523 | 1.1357 | 1.0049 | 1.2714 |
Largest Winning Trade | 294307 | 294307 | 50712 | 427805 | 427805 | 336552 |
Largest Losing Trade | -58094 | -58094 | -39269 | -603598 | -402253 | -603598 |
Avg Bars in Trades | 60 | 93 | 26 | 60 | 93 | 26 |
Avg Bars in Winners | 59 | 83 | 29 | 59 | 83 | 29 |
Avg Bars in Losers | 61 | 103 | 24 | 61 | 103 | 24 |
Bars Traded | 5251 | 4110 | 1141 | 5251 | 4110 | 1141 |
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 | 446845 | 488712 | -323578 | -270166 | -227427 | -567039 |
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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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