Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850079.8145 | 824369.3292 | 25710.4853 | 163824.576 | -122430.5299 | 286255.1058 |
Total P&L (%) | 850.0798 | 824.3693 | 25.7105 | 163.8246 | -122.4305 | 286.2551 |
Avg Daily Profit (%) | 0.4431 | 0.4297 | 0.0134 | 0.0506 | 0 | 0.0705 |
Buy And Hold Return (%) | 88.2536 | 88.2536 | 88.2536 | 88.2536 | 88.2536 | 88.2536 |
Max Trade Drawdown | -187752 | -127081 | -117912 | -1300395 | -1066257 | -763245 |
Profit Factor | 2.2107 | 3.0679 | 1.0847 | 1.0341 | 0.9595 | 1.1603 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 50.8772 | 50.8772 | 50.8772 | 50.8772 | 50.8772 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.1345 | 2.9621 | 1.0473 | 0.9984 | 0.9264 | 1.1203 |
Largest Winning Trade | 791029 | 791029 | 38396 | 689253 | 689253 | 223981 |
Largest Losing Trade | -37473 | -37473 | -35925 | -365881 | -365881 | -156577 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 37 | 28 | 45 | 37 | 28 | 45 |
Avg Bars in Losers | 26 | 22 | 29 | 26 | 22 | 29 |
Bars Traded | 3631 | 1474 | 2157 | 3631 | 1474 | 2157 |
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 | 530600 | -163801 | -647994 | -317533 | -760441 | -325916 |
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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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