Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523347.9928 | 475637.4304 | 47710.5624 | 339894.1923 | 1466458.1754 | -1126563.9831 |
Total P&L (%) | 523.348 | 475.6374 | 47.7106 | 339.8942 | 1466.4582 | -1126.564 |
Avg Daily Profit (%) | 0.3064 | 0.2785 | 0.0279 | 0.0868 | 0.1612 | 0 |
Buy And Hold Return (%) | 130.2788 | 130.2788 | 130.2788 | 130.2788 | 130.2788 | 130.2788 |
Max Trade Drawdown | -119457 | -50070 | -78520 | -1889599 | -772427 | -1702961 |
Profit Factor | 2.0045 | 3.1661 | 1.1583 | 1.053 | 1.6632 | 0.7315 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 59.0909 | 54.5455 | 63.6364 | 59.0909 | 54.5455 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.3877 | 2.6384 | 0.6619 | 0.729 | 1.386 | 0.418 |
Largest Winning Trade | 319118 | 319118 | 37354 | 810469 | 810469 | 422938 |
Largest Losing Trade | -53471 | -48466 | -53471 | -1245624 | -648515 | -1245624 |
Avg Bars in Trades | 56 | 60 | 51 | 56 | 60 | 51 |
Avg Bars in Winners | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Losers | 57 | 63 | 49 | 57 | 63 | 49 |
Bars Traded | 4929 | 2683 | 2246 | 4929 | 2683 | 2246 |
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 | 390648 | 448468 | -367601 | -243005 | 374149 | -578951 |
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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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