Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097375.4001 | 1122372.8718 | -24997.4717 | -4353.4813 | 256388.8931 | -260742.3743 |
Total P&L (%) | 1097.3754 | 1122.3729 | -24.9975 | -4.3535 | 256.3889 | -260.7424 |
Avg Daily Profit (%) | 0.5822 | 0.5954 | -0.0133 | -0.0024 | 0.0674 | 0 |
Buy And Hold Return (%) | 364.5006 | 364.5006 | 364.5006 | 364.5006 | 364.5006 | 364.5006 |
Max Trade Drawdown | -104130 | -75378 | -139553 | -391651 | -110498 | -398488 |
Profit Factor | 2.7682 | 5.9178 | 0.9363 | 0.9965 | 1.5953 | 0.6831 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 52.381 | 50 | 54.7619 | 52.381 | 50 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.5166 | 5.9178 | 0.7735 | 0.9059 | 1.5953 | 0.5643 |
Largest Winning Trade | 1050728 | 1050728 | 60941 | 310481 | 310481 | 86815 |
Largest Losing Trade | -87782 | -18313 | -87782 | -303444 | -59765 | -303444 |
Avg Bars in Trades | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Winners | 55 | 43 | 66 | 55 | 43 | 66 |
Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
Bars Traded | 3574 | 1551 | 2022 | 3574 | 1551 | 2022 |
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 | 504661 | 607970 | -580117 | -580244 | -265618 | -580117 |
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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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