Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761163.022 | 728809.7596 | 32353.2623 | 743957.6475 | 1984241.3497 | -1240283.7021 |
Total P&L (%) | 761.163 | 728.8098 | 32.3533 | 743.9576 | 1984.2414 | -1240.2837 |
Avg Daily Profit (%) | 0.4179 | 0.4001 | 0.0178 | 0.1172 | 0.1669 | 0 |
Buy And Hold Return (%) | 174.2644 | 174.2644 | 174.2644 | 174.2644 | 174.2644 | 174.2644 |
Max Trade Drawdown | -108226 | -95977 | -76066 | -2783249 | -2040023 | -2357843 |
Profit Factor | 2.4416 | 3.9537 | 1.115 | 1.0716 | 1.4489 | 0.7923 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 48.4211 | 46.8085 | 50 | 48.4211 | 46.8085 | 50 |
Ratio Avg Win / Avg Loss | 2.6009 | 4.4928 | 1.115 | 1.1415 | 1.6465 | 0.7923 |
Largest Winning Trade | 402461 | 402461 | 64459 | 1766547 | 1766547 | 744679 |
Largest Losing Trade | -46362 | -46362 | -41196 | -945102 | -576657 | -945102 |
Avg Bars in Trades | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Winners | 46 | 48 | 45 | 46 | 48 | 45 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 3508 | 1747 | 1761 | 3508 | 1747 | 1761 |
Profit Streak | 0 | 47.8323 | 0 | 0 | 47.8323 | 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 | 442672 | 523606 | -428798 | -180290 | 348794 | -580689 |
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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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