Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627300.0545 | 581722.3179 | 45577.7367 | 694572.5592 | 786670.8959 | -92098.3367 |
Total P&L (%) | 627.3001 | 581.7223 | 45.5777 | 694.5726 | 786.6709 | -92.0983 |
Avg Daily Profit (%) | 0.7028 | 0.6517 | 0.0511 | 0.2325 | 0.2448 | -0.284 |
Buy And Hold Return (%) | 123.7585 | 123.7585 | 123.7585 | 123.7585 | 123.7585 | 123.7585 |
Max Trade Drawdown | -77564 | -63815 | -32164 | -749901 | -528302 | -391988 |
Profit Factor | 2.8274 | 3.6849 | 1.36 | 1.3585 | 1.6681 | 0.8788 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 47.6744 | 39.5349 | 55.814 | 47.6744 | 39.5349 | 55.814 |
Ratio Avg Win / Avg Loss | 3.1032 | 5.6357 | 1.0767 | 1.491 | 2.5512 | 0.6958 |
Largest Winning Trade | 354914 | 354914 | 20321 | 944005 | 944005 | 217374 |
Largest Losing Trade | -20697 | -20697 | -16128 | -221109 | -221109 | -140594 |
Avg Bars in Trades | 120 | 197 | 44 | 120 | 197 | 44 |
Avg Bars in Winners | 169 | 346 | 43 | 169 | 346 | 43 |
Avg Bars in Losers | 76 | 99 | 46 | 76 | 99 | 46 |
Bars Traded | 10385 | 8476 | 1909 | 10385 | 8476 | 1909 |
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 | 567717 | 471987 | -289245 | 257638 | 256764 | -579973 |
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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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