Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831143.8549 | 811034.3911 | 20109.4638 | 1184926.6732 | 1804409.9803 | -619483.3071 |
Total P&L (%) | 831.1439 | 811.0344 | 20.1095 | 1184.9267 | 1804.41 | -619.4833 |
Avg Daily Profit (%) | 0.3828 | 0.3736 | 0.0093 | 0.1177 | 0.1358 | 0 |
Buy And Hold Return (%) | 198.6381 | 198.6381 | 198.6381 | 198.6381 | 198.6381 | 198.6381 |
Max Trade Drawdown | -89499 | -65287 | -97678 | -1838622 | -1357048 | -1242941 |
Profit Factor | 2.2651 | 3.6965 | 1.0565 | 1.1856 | 1.6176 | 0.8211 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 39.3258 | 37.7778 | 40.9091 | 39.3258 | 37.7778 | 40.9091 |
Ratio Avg Win / Avg Loss | 3.4947 | 6.0884 | 1.526 | 1.8292 | 2.6643 | 1.186 |
Largest Winning Trade | 357993 | 357993 | 69164 | 1138516 | 1138516 | 846646 |
Largest Losing Trade | -62245 | -24053 | -62245 | -1006148 | -461307 | -1006148 |
Avg Bars in Trades | 141 | 132 | 150 | 141 | 132 | 150 |
Avg Bars in Winners | 266 | 251 | 281 | 266 | 251 | 281 |
Avg Bars in Losers | 60 | 60 | 59 | 60 | 60 | 59 |
Bars Traded | 12599 | 5978 | 6621 | 12599 | 5978 | 6621 |
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 | 285850 | 342893 | -507030 | -55325 | -12914 | -582588 |
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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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