Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703492.5069 | 689336.4505 | 14156.0563 | 198084.9891 | 273493.6278 | -75408.6387 |
Total P&L (%) | 703.4925 | 689.3365 | 14.1561 | 198.085 | 273.4936 | -75.4086 |
Avg Daily Profit (%) | 0.3786 | 0.371 | 0.0076 | 0.0588 | 0.0709 | -0.0755 |
Buy And Hold Return (%) | 186.6683 | 186.6683 | 186.6683 | 186.6683 | 186.6683 | 186.6683 |
Max Trade Drawdown | -94386 | -43731 | -102450 | -302743 | -168224 | -245300 |
Profit Factor | 2.0507 | 4.1996 | 1.0312 | 1.1218 | 1.4383 | 0.9247 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 54.9451 | 50 | 60 | 54.9451 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.6815 | 4.1996 | 0.6874 | 0.9199 | 1.4383 | 0.6165 |
Largest Winning Trade | 376037 | 376037 | 74233 | 139017 | 113654 | 139017 |
Largest Losing Trade | -77668 | -28548 | -77668 | -195430 | -117738 | -195430 |
Avg Bars in Trades | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Winners | 54 | 50 | 57 | 54 | 50 | 57 |
Avg Bars in Losers | 21 | 16 | 28 | 21 | 16 | 28 |
Bars Traded | 3601 | 1542 | 2059 | 3601 | 1542 | 2059 |
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 | 429064 | 514283 | -534967 | -348432 | -118277 | -579415 |
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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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