Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812560.5862 | 769723.5353 | 42837.0509 | 806751.6753 | 995354.914 | -188603.2386 |
Total P&L (%) | 812.5606 | 769.7235 | 42.8371 | 806.7517 | 995.3549 | -188.6032 |
Avg Daily Profit (%) | 0.4373 | 0.4142 | 0.0231 | 0.1187 | 0.1289 | 0 |
Buy And Hold Return (%) | 130.3089 | 130.3089 | 130.3089 | 130.3089 | 130.3089 | 130.3089 |
Max Trade Drawdown | -113782 | -73796 | -127897 | -3048491 | -924711 | -2169081 |
Profit Factor | 2.1898 | 3.6147 | 1.1102 | 1.155 | 1.562 | 0.9451 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 48.9583 | 50 | 47.9167 | 48.9583 | 50 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.283 | 3.6147 | 1.2068 | 1.2042 | 1.562 | 1.0272 |
Largest Winning Trade | 395375 | 395375 | 78333 | 1737352 | 421093 | 1737352 |
Largest Losing Trade | -61012 | -32839 | -61012 | -2169081 | -400078 | -2169081 |
Avg Bars in Trades | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Winners | 82 | 72 | 92 | 82 | 72 | 92 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 5383 | 2426 | 2957 | 5383 | 2426 | 2957 |
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 | 488638 | 576274 | -427826 | -84814 | -17651 | -579832 |
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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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