Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671687.167 | 636719.9216 | 34967.2454 | 640532.1741 | 1864124.9863 | -1223592.8122 |
Total P&L (%) | 671.6872 | 636.7199 | 34.9672 | 640.5322 | 1864.125 | -1223.5928 |
Avg Daily Profit (%) | 0.3718 | 0.3524 | 0.0194 | 0.1109 | 0.1649 | 0 |
Buy And Hold Return (%) | 201.8293 | 201.8293 | 201.8293 | 201.8293 | 201.8293 | 201.8293 |
Max Trade Drawdown | -123029 | -77905 | -107225 | -3276121 | -1936657 | -2704751 |
Profit Factor | 2.1332 | 3.3912 | 1.1071 | 1.0603 | 1.3984 | 0.794 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 48.2353 | 47.619 | 48.8372 | 48.2353 | 47.619 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.2893 | 3.7303 | 1.1598 | 1.1379 | 1.5383 | 0.8318 |
Largest Winning Trade | 323623 | 323623 | 60270 | 1141407 | 1141407 | 775340 |
Largest Losing Trade | -45211 | -27031 | -45211 | -1018342 | -821616 | -1018342 |
Avg Bars in Trades | 81 | 73 | 89 | 81 | 73 | 89 |
Avg Bars in Winners | 98 | 80 | 116 | 98 | 80 | 116 |
Avg Bars in Losers | 65 | 66 | 64 | 65 | 66 | 64 |
Bars Traded | 6943 | 3079 | 3864 | 6943 | 3079 | 3864 |
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 | 370241 | 430894 | -435877 | -202138 | 311470 | -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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