Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020077.4255 | 1007747.9781 | 12329.4474 | 108698.3953 | 1055966.0202 | -947267.6249 |
Total P&L (%) | 1020.0774 | 1007.748 | 12.3294 | 108.6984 | 1055.966 | -947.2676 |
Avg Daily Profit (%) | 0.5498 | 0.5431 | 0.0066 | 0.0397 | 0.132 | 0 |
Buy And Hold Return (%) | 55.6906 | 55.6906 | 55.6906 | 55.6906 | 55.6906 | 55.6906 |
Max Trade Drawdown | -246684 | -207018 | -57577 | -2962638 | -2033131 | -1274762 |
Profit Factor | 2.8112 | 3.2905 | 1.1001 | 1.0223 | 1.336 | 0.4534 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 50 | 39.5349 | 60.4651 | 50 | 39.5349 | 60.4651 |
Ratio Avg Win / Avg Loss | 2.8112 | 5.0326 | 0.7193 | 1.0223 | 2.0432 | 0.2964 |
Largest Winning Trade | 952801 | 952801 | 15884 | 1895717 | 1895717 | 171273 |
Largest Losing Trade | -40948 | -40948 | -38373 | -1193547 | -531856 | -1193547 |
Avg Bars in Trades | 253 | 466 | 40 | 253 | 466 | 40 |
Avg Bars in Winners | 269 | 618 | 41 | 269 | 618 | 41 |
Avg Bars in Losers | 237 | 367 | 38 | 237 | 367 | 38 |
Bars Traded | 21794 | 20066 | 1728 | 21794 | 20066 | 1728 |
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 | 598415 | 476717 | -460452 | -342914 | -19003 | -579370 |
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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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