Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059174.1577 | 1053131.8957 | 6042.262 | 555721.7969 | 892881.6786 | -337159.8817 |
Total P&L (%) | 1059.1742 | 1053.1319 | 6.0423 | 555.7218 | 892.8817 | -337.1599 |
Avg Daily Profit (%) | 0.5697 | 0.5664 | 0.0033 | 0.1012 | 0.1235 | 0 |
Buy And Hold Return (%) | 129.6957 | 129.6957 | 129.6957 | 129.6957 | 129.6957 | 129.6957 |
Max Trade Drawdown | -108363 | -67020 | -95740 | -1491912 | -798505 | -992461 |
Profit Factor | 2.8698 | 5.5036 | 1.0182 | 1.1294 | 1.4282 | 0.8475 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 37.931 | 40.9091 | 34.8837 | 37.931 | 40.9091 | 34.8837 |
Ratio Avg Win / Avg Loss | 4.696 | 7.9497 | 1.9006 | 1.8481 | 2.063 | 1.5819 |
Largest Winning Trade | 769273 | 769273 | 76397 | 1170733 | 1170733 | 468824 |
Largest Losing Trade | -60433 | -25837 | -60433 | -438364 | -279635 | -438364 |
Avg Bars in Trades | 122 | 122 | 122 | 122 | 122 | 122 |
Avg Bars in Winners | 231 | 216 | 250 | 231 | 216 | 250 |
Avg Bars in Losers | 56 | 57 | 54 | 56 | 57 | 54 |
Bars Traded | 10682 | 5396 | 5286 | 10682 | 5396 | 5286 |
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 | 439731 | 570842 | -559513 | -140996 | -29255 | -583827 |
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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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