Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484041.7332 | 388474.0133 | 95567.7198 | 1030093.4701 | 1272292.628 | -242199.1579 |
Total P&L (%) | 484.0417 | 388.474 | 95.5677 | 1030.0935 | 1272.2926 | -242.1992 |
Avg Daily Profit (%) | 0.2834 | 0.2275 | 0.056 | 0.1421 | 0.1535 | 0 |
Buy And Hold Return (%) | 86.9466 | 86.9466 | 86.9466 | 86.9466 | 86.9466 | 86.9466 |
Max Trade Drawdown | -113857 | -59635 | -74298 | -4980801 | -2741579 | -2684086 |
Profit Factor | 2.0872 | 3.0241 | 1.3773 | 1.1166 | 1.31 | 0.9488 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 57.8313 | 56.0976 | 59.5238 | 57.8313 | 56.0976 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.5219 | 2.3667 | 0.9366 | 0.8142 | 1.0252 | 0.6452 |
Largest Winning Trade | 144832 | 144832 | 43956 | 1270869 | 1270869 | 864192 |
Largest Losing Trade | -60461 | -30334 | -60461 | -1728117 | -1134887 | -1728117 |
Avg Bars in Trades | 77 | 88 | 66 | 77 | 88 | 66 |
Avg Bars in Winners | 84 | 92 | 77 | 84 | 92 | 77 |
Avg Bars in Losers | 67 | 82 | 51 | 67 | 82 | 51 |
Bars Traded | 6415 | 3610 | 2805 | 6415 | 3610 | 2805 |
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 | 399064 | 455487 | -252954 | -97116 | 310006 | -579500 |
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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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