Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793678.215 | 671344.5721 | 122333.6429 | 3843522.9699 | 2993512.1633 | 850010.8066 |
Total P&L (%) | 793.6782 | 671.3446 | 122.3336 | 3843.523 | 2993.5122 | 850.0108 |
Avg Daily Profit (%) | 0.4306 | 0.3642 | 0.0664 | 0.1995 | 0.1864 | 0.1222 |
Buy And Hold Return (%) | 243.7354 | 243.7354 | 243.7354 | 243.7354 | 243.7354 | 243.7354 |
Max Trade Drawdown | -68962 | -50560 | -37617 | -1632061 | -970802 | -1585492 |
Profit Factor | 2.9045 | 4.0874 | 1.6139 | 1.5926 | 1.8382 | 1.2916 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 56.3218 | 52.2727 | 60.4651 | 56.3218 | 52.2727 | 60.4651 |
Ratio Avg Win / Avg Loss | 2.2525 | 3.732 | 1.0552 | 1.2351 | 1.6783 | 0.8445 |
Largest Winning Trade | 445285 | 445285 | 51966 | 1641474 | 1457547 | 1641474 |
Largest Losing Trade | -35295 | -28784 | -35295 | -1246929 | -790591 | -1246929 |
Avg Bars in Trades | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Winners | 78 | 72 | 84 | 78 | 72 | 84 |
Avg Bars in Losers | 36 | 42 | 29 | 36 | 42 | 29 |
Bars Traded | 5247 | 2559 | 2688 | 5247 | 2559 | 2688 |
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 | 494021 | 489259 | -266744 | 394472 | 423435 | -32351 |
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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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