Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511335.6043 | 413613.9477 | 97721.6566 | 2016157.2316 | 2562512.5717 | -546355.34 |
Total P&L (%) | 511.3356 | 413.6139 | 97.7217 | 2016.1572 | 2562.5126 | -546.3553 |
Avg Daily Profit (%) | 0.5796 | 0.4688 | 0.1108 | 0.3466 | 0.3727 | 0 |
Buy And Hold Return (%) | 207.0684 | 207.0684 | 207.0684 | 207.0684 | 207.0684 | 207.0684 |
Max Trade Drawdown | -144791 | -86788 | -60835 | -5722485 | -3438755 | -2449517 |
Profit Factor | 2.5704 | 3.2154 | 1.7035 | 1.2315 | 1.5272 | 0.8581 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 48.8095 | 40.4762 | 57.1429 | 48.8095 | 40.4762 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.6957 | 4.7285 | 1.2776 | 1.2915 | 2.2459 | 0.6436 |
Largest Winning Trade | 150925 | 150925 | 24296 | 3199604 | 3199604 | 1421494 |
Largest Losing Trade | -20229 | -20229 | -15243 | -1006085 | -1006085 | -547709 |
Avg Bars in Trades | 122 | 164 | 80 | 122 | 164 | 80 |
Avg Bars in Winners | 180 | 292 | 100 | 180 | 292 | 100 |
Avg Bars in Losers | 67 | 76 | 53 | 67 | 76 | 53 |
Bars Traded | 10288 | 6898 | 3389 | 10288 | 6898 | 3389 |
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 | 438658 | 197936 | -207812 | 313805 | 303717 | -579808 |
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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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