Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732278.4117 | 692339.6886 | 39938.7231 | 1244833.0716 | 1331550.2384 | -86717.1668 |
Total P&L (%) | 732.2784 | 692.3397 | 39.9387 | 1244.8331 | 1331.5502 | -86.7172 |
Avg Daily Profit (%) | 0.3966 | 0.3749 | 0.0216 | 0.1408 | 0.1442 | -0.1093 |
Buy And Hold Return (%) | 114.1454 | 114.1454 | 114.1454 | 114.1454 | 114.1454 | 114.1454 |
Max Trade Drawdown | -150985 | -102097 | -86312 | -8188506 | -4837594 | -4158307 |
Profit Factor | 2.1342 | 3.661 | 1.1036 | 1.084 | 1.2062 | 0.9896 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 31.5217 | 32.6087 | 30.4348 | 31.5217 | 32.6087 | 30.4348 |
Ratio Avg Win / Avg Loss | 4.6364 | 7.5661 | 2.5225 | 2.3549 | 2.4929 | 2.262 |
Largest Winning Trade | 344067 | 344067 | 74188 | 2601176 | 2601176 | 2234116 |
Largest Losing Trade | -36133 | -21204 | -36133 | -2051500 | -1689409 | -2051500 |
Avg Bars in Trades | 78 | 73 | 82 | 78 | 73 | 82 |
Avg Bars in Winners | 175 | 158 | 194 | 175 | 158 | 194 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 7191 | 3396 | 3794 | 7191 | 3396 | 3794 |
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 | 232082 | 325198 | -442720 | -138537 | -6146 | -585535 |
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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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