Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719035.6595 | 714221.822 | 4813.8375 | 389768.8485 | 660714.6487 | -270945.8002 |
Total P&L (%) | 719.0357 | 714.2218 | 4.8138 | 389.7688 | 660.7146 | -270.9458 |
Avg Daily Profit (%) | 0.2874 | 0.2855 | 0.0019 | 0.0635 | 0.0811 | 0 |
Buy And Hold Return (%) | 253.9908 | 253.9908 | 253.9908 | 253.9908 | 253.9908 | 253.9908 |
Max Trade Drawdown | -143556 | -73217 | -88300 | -2566418 | -1431788 | -1396151 |
Profit Factor | 2.2148 | 3.7288 | 1.0146 | 1.0559 | 1.1943 | 0.9241 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.547 | 4.2881 | 1.1668 | 1.2143 | 1.3735 | 1.0627 |
Largest Winning Trade | 488853 | 488853 | 37624 | 1400775 | 1400775 | 790238 |
Largest Losing Trade | -55346 | -40346 | -55346 | -995589 | -647941 | -995589 |
Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Winners | 76 | 75 | 77 | 76 | 75 | 77 |
Avg Bars in Losers | 38 | 40 | 36 | 38 | 40 | 36 |
Bars Traded | 4839 | 2451 | 2388 | 4839 | 2451 | 2388 |
Profit Streak | 0 | 0 | 79.0188 | 0 | 0 | 79.0188 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310017 | 397709 | -561255 | -278214 | -95737 | -579859 |
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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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