Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618886.6854 | 634662.3876 | -15775.7023 | 259114.6378 | 497918.9671 | -238804.3293 |
Total P&L (%) | 618.8867 | 634.6624 | -15.7757 | 259.1146 | 497.919 | -238.8043 |
Avg Daily Profit (%) | 0.2463 | 0.2525 | -0.0063 | 0.0509 | 0.0712 | 0 |
Buy And Hold Return (%) | 245.5151 | 245.5151 | 245.5151 | 245.5151 | 245.5151 | 245.5151 |
Max Trade Drawdown | -125176 | -79015 | -100974 | -1537345 | -965962 | -876984 |
Profit Factor | 1.9926 | 3.2209 | 0.9533 | 1.0553 | 1.2152 | 0.8995 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 40.4494 | 46.6667 | 34.0909 | 40.4494 | 46.6667 | 34.0909 |
Ratio Avg Win / Avg Loss | 2.9336 | 3.681 | 1.843 | 1.5536 | 1.3888 | 1.739 |
Largest Winning Trade | 450685 | 450685 | 41661 | 1059763 | 1059763 | 507056 |
Largest Losing Trade | -44409 | -31570 | -44409 | -565847 | -356574 | -565847 |
Avg Bars in Trades | 107 | 100 | 113 | 107 | 100 | 113 |
Avg Bars in Winners | 174 | 154 | 203 | 174 | 154 | 203 |
Avg Bars in Losers | 61 | 53 | 67 | 61 | 53 | 67 |
Bars Traded | 9545 | 4541 | 5004 | 9545 | 4541 | 5004 |
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 | 187393 | 357579 | -584128 | -435623 | -106265 | -584128 |
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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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