Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516577.9905 | 432286.9322 | 84291.0583 | 592223.154 | 1682952.4751 | -1090729.3211 |
Total P&L (%) | 516.578 | 432.2869 | 84.2911 | 592.2232 | 1682.9525 | -1090.7293 |
Avg Daily Profit (%) | 0.3009 | 0.2518 | 0.0491 | 0.1128 | 0.168 | 0 |
Buy And Hold Return (%) | 79.0911 | 79.0911 | 79.0911 | 79.0911 | 79.0911 | 79.0911 |
Max Trade Drawdown | -116914 | -60123 | -79942 | -2119993 | -1133473 | -2160630 |
Profit Factor | 2.2458 | 3.2154 | 1.384 | 1.0883 | 1.6232 | 0.7278 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 49.4624 | 41.3043 | 57.4468 | 49.4624 | 41.3043 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.2947 | 4.5692 | 1.0252 | 1.1119 | 2.3066 | 0.5391 |
Largest Winning Trade | 316112 | 316112 | 60665 | 955979 | 955979 | 452100 |
Largest Losing Trade | -64810 | -28947 | -64810 | -1822618 | -309432 | -1822618 |
Avg Bars in Trades | 34 | 34 | 33 | 34 | 34 | 33 |
Avg Bars in Winners | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 3168 | 1576 | 1592 | 3168 | 1576 | 1592 |
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 | 464462 | 355639 | -271011 | -165400 | 271041 | -579731 |
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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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