Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560493.9169 | 458805.2634 | 101688.6535 | 698828.3295 | 1297919.9557 | -599091.6262 |
Total P&L (%) | 560.4939 | 458.8053 | 101.6887 | 698.8283 | 1297.92 | -599.0916 |
Avg Daily Profit (%) | 0.2989 | 0.2447 | 0.0542 | 0.1109 | 0.1407 | 0 |
Buy And Hold Return (%) | 46.3294 | 46.3294 | 46.3294 | 46.3294 | 46.3294 | 46.3294 |
Max Trade Drawdown | -117640 | -78200 | -96024 | -1139021 | -882710 | -1101730 |
Profit Factor | 1.8824 | 2.4533 | 1.3183 | 1.134 | 1.5739 | 0.7972 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 60.9756 | 60.9756 | 60.9756 | 60.9756 | 60.9756 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.2047 | 1.5701 | 0.8437 | 0.7258 | 1.0073 | 0.5102 |
Largest Winning Trade | 156028 | 156028 | 48449 | 583024 | 583024 | 280931 |
Largest Losing Trade | -60923 | -44981 | -60923 | -861342 | -506408 | -861342 |
Avg Bars in Trades | 65 | 87 | 43 | 65 | 87 | 43 |
Avg Bars in Winners | 61 | 88 | 35 | 61 | 88 | 35 |
Avg Bars in Losers | 70 | 85 | 56 | 70 | 85 | 56 |
Bars Traded | 5353 | 3567 | 1786 | 5353 | 3567 | 1786 |
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 | 153646 | 508906 | -126109 | -126440 | -1513 | -579319 |
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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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