Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456463.7617 | 425384.3041 | 31079.4576 | 91706.8696 | 675650.7576 | -583943.888 |
Total P&L (%) | 456.4638 | 425.3843 | 31.0795 | 91.7069 | 675.6508 | -583.9439 |
Avg Daily Profit (%) | 0.2375 | 0.2213 | 0.0162 | 0.0339 | 0.1066 | 0 |
Buy And Hold Return (%) | 63.8096 | 63.8096 | 63.8096 | 63.8096 | 63.8096 | 63.8096 |
Max Trade Drawdown | -90569 | -88414 | -110908 | -586302 | -406848 | -682042 |
Profit Factor | 1.6906 | 2.5772 | 1.0794 | 1.0313 | 1.625 | 0.6844 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 42.5532 | 36.1702 | 48.9362 | 42.5532 | 36.1702 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.2823 | 4.5481 | 1.1264 | 1.3922 | 2.8676 | 0.7141 |
Largest Winning Trade | 268494 | 268494 | 63595 | 386790 | 386790 | 199172 |
Largest Losing Trade | -75430 | -27415 | -75430 | -586302 | -122946 | -586302 |
Avg Bars in Trades | 120 | 109 | 131 | 120 | 109 | 131 |
Avg Bars in Winners | 194 | 180 | 205 | 194 | 180 | 205 |
Avg Bars in Losers | 64 | 68 | 59 | 64 | 68 | 59 |
Bars Traded | 11291 | 5131 | 6160 | 11291 | 5131 | 6160 |
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 | 305977 | 259130 | -470502 | -366170 | -52423 | -581110 |
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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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