Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619247.8891 | 667027.2197 | -47779.3305 | 83650.5401 | 384264.4476 | -300613.9075 |
Total P&L (%) | 619.2479 | 667.0272 | -47.7793 | 83.6505 | 384.2644 | -300.6139 |
Avg Daily Profit (%) | 0.3403 | 0.3666 | -0.0263 | 0.0334 | 0.0867 | 0 |
Buy And Hold Return (%) | 231.4707 | 231.4707 | 231.4707 | 231.4707 | 231.4707 | 231.4707 |
Max Trade Drawdown | -123894 | -83290 | -73319 | -757813 | -475423 | -299832 |
Profit Factor | 1.8342 | 3.0127 | 0.8837 | 1.031 | 1.2879 | 0.7797 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 40.2174 | 43.4783 | 36.9565 | 40.2174 | 43.4783 | 36.9565 |
Ratio Avg Win / Avg Loss | 2.7264 | 3.9165 | 1.5076 | 1.5326 | 1.6742 | 1.33 |
Largest Winning Trade | 370506 | 370506 | 70482 | 379293 | 379293 | 226709 |
Largest Losing Trade | -48169 | -39792 | -48169 | -319188 | -319188 | -170672 |
Avg Bars in Trades | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Winners | 112 | 117 | 105 | 112 | 117 | 105 |
Avg Bars in Losers | 52 | 38 | 66 | 52 | 38 | 66 |
Bars Traded | 7059 | 3339 | 3719 | 7059 | 3339 | 3719 |
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 | 207312 | 343341 | -582999 | -502917 | -87656 | -584110 |
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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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