Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640883.9814 | 576230.8434 | 64653.138 | 1468847.0709 | 2695242.1761 | -1226395.1052 |
Total P&L (%) | 640.884 | 576.2308 | 64.6531 | 1468.8471 | 2695.2422 | -1226.3951 |
Avg Daily Profit (%) | 0.354 | 0.3183 | 0.0357 | 0.1522 | 0.1841 | 0 |
Buy And Hold Return (%) | 181.8545 | 181.8545 | 181.8545 | 181.8545 | 181.8545 | 181.8545 |
Max Trade Drawdown | -144860 | -71829 | -83174 | -3879403 | -1735409 | -2327152 |
Profit Factor | 2.3305 | 3.4291 | 1.2645 | 1.1993 | 1.8339 | 0.7035 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 49.4253 | 51.1628 | 47.7273 | 49.4253 | 51.1628 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.3847 | 3.2732 | 1.3849 | 1.2272 | 1.7505 | 0.7705 |
Largest Winning Trade | 250607 | 250607 | 60341 | 2225074 | 2225074 | 530670 |
Largest Losing Trade | -39863 | -39863 | -27914 | -1289424 | -753288 | -1289424 |
Avg Bars in Trades | 40 | 35 | 44 | 40 | 35 | 44 |
Avg Bars in Winners | 57 | 48 | 68 | 57 | 48 | 68 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 3480 | 1525 | 1955 | 3480 | 1525 | 1955 |
Profit Streak | 0 | 36.9644 | 0 | 0 | 36.9644 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401595 | 498124 | -311929 | 229723 | 452630 | -581603 |
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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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