Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505225.879 | 445593.6386 | 59632.2404 | 317423.2971 | 127722.8923 | 189700.4048 |
Total P&L (%) | 505.2259 | 445.5936 | 59.6322 | 317.4233 | 127.7229 | 189.7004 |
Avg Daily Profit (%) | 0.2954 | 0.2605 | 0.0349 | 0.0836 | 0.0481 | 0.0622 |
Buy And Hold Return (%) | 109.9952 | 109.9952 | 109.9952 | 109.9952 | 109.9952 | 109.9952 |
Max Trade Drawdown | -255854 | -147732 | -111691 | -8350205 | -5785741 | -2817327 |
Profit Factor | 2.0751 | 2.7281 | 1.2812 | 1.0265 | 1.0175 | 1.0404 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 45.8824 | 37.2093 | 54.7619 | 45.8824 | 37.2093 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.4475 | 4.6037 | 1.0583 | 1.2107 | 1.717 | 0.8595 |
Largest Winning Trade | 333600 | 333600 | 54980 | 3142202 | 3142202 | 2039991 |
Largest Losing Trade | -36289 | -36289 | -35775 | -2104198 | -2104198 | -830106 |
Avg Bars in Trades | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Winners | 41 | 43 | 40 | 41 | 43 | 40 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 3184 | 1681 | 1503 | 3184 | 1681 | 1503 |
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 | 350236 | 224764 | -311472 | -277364 | -449361 | -295658 |
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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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