Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523477.237 | 392574.1179 | 130903.1191 | 2228667.4763 | 1464924.3539 | 763743.1224 |
Total P&L (%) | 523.4772 | 392.5741 | 130.9031 | 2228.6675 | 1464.9244 | 763.7431 |
Avg Daily Profit (%) | 0.3707 | 0.278 | 0.0927 | 0.2232 | 0.195 | 0.1528 |
Buy And Hold Return (%) | 64.8183 | 64.8183 | 64.8183 | 64.8183 | 64.8183 | 64.8183 |
Max Trade Drawdown | -116838 | -102843 | -77968 | -2989420 | -2321992 | -1766300 |
Profit Factor | 1.9255 | 2.4584 | 1.4416 | 1.2477 | 1.3217 | 1.1718 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 57.6271 | 55.9322 | 59.322 | 57.6271 | 55.9322 | 59.322 |
Ratio Avg Win / Avg Loss | 1.4158 | 1.9369 | 0.9886 | 0.9174 | 1.0414 | 0.8035 |
Largest Winning Trade | 79258 | 79258 | 55880 | 950774 | 950774 | 872400 |
Largest Losing Trade | -42863 | -30379 | -42863 | -1051540 | -960409 | -1051540 |
Avg Bars in Trades | 45 | 40 | 49 | 45 | 40 | 49 |
Avg Bars in Winners | 46 | 37 | 55 | 46 | 37 | 55 |
Avg Bars in Losers | 42 | 45 | 40 | 42 | 45 | 40 |
Bars Traded | 5317 | 2406 | 2911 | 5317 | 2406 | 2911 |
Profit Streak | 0 | 0 | 505.6079 | 0 | 0 | 505.6079 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480397 | -163567 | -251183 | 274872 | -167699 | -200062 |
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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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