Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639429.4648 | 627538.5618 | 11890.903 | 423324.5955 | 468762.7583 | -45438.1628 |
Total P&L (%) | 639.4295 | 627.5386 | 11.8909 | 423.3246 | 468.7628 | -45.4382 |
Avg Daily Profit (%) | 0.353 | 0.3465 | 0.0066 | 0.0914 | 0.096 | -0.0334 |
Buy And Hold Return (%) | 196.0308 | 196.0308 | 196.0308 | 196.0308 | 196.0308 | 196.0308 |
Max Trade Drawdown | -91804 | -55804 | -62476 | -795683 | -641898 | -330270 |
Profit Factor | 2.0809 | 3.3743 | 1.0363 | 1.1716 | 1.3749 | 0.9626 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 44.0476 | 45.2381 | 42.8571 | 44.0476 | 45.2381 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.6433 | 4.0847 | 1.3818 | 1.4883 | 1.6644 | 1.2835 |
Largest Winning Trade | 231209 | 231209 | 75200 | 612684 | 612684 | 291128 |
Largest Losing Trade | -56409 | -31012 | -56409 | -284969 | -284969 | -249015 |
Avg Bars in Trades | 126 | 116 | 135 | 126 | 116 | 135 |
Avg Bars in Winners | 217 | 200 | 234 | 217 | 200 | 234 |
Avg Bars in Losers | 54 | 47 | 61 | 54 | 47 | 61 |
Bars Traded | 10591 | 4896 | 5695 | 10591 | 4896 | 5695 |
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 | 300005 | 396045 | -533127 | -110564 | -69213 | -581845 |
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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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