Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045373.1638 | 1034982.4048 | 10390.759 | 78508.7756 | 697461.8532 | -618953.0776 |
Total P&L (%) | 1045.3732 | 1034.9824 | 10.3908 | 78.5088 | 697.4619 | -618.9531 |
Avg Daily Profit (%) | 0.5625 | 0.5569 | 0.0056 | 0.0312 | 0.1118 | 0 |
Buy And Hold Return (%) | 49.5943 | 49.5943 | 49.5943 | 49.5943 | 49.5943 | 49.5943 |
Max Trade Drawdown | -164447 | -104402 | -147025 | -1317827 | -511467 | -1089906 |
Profit Factor | 2.667 | 4.4241 | 1.032 | 1.0302 | 1.6464 | 0.5919 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 48.7805 | 43.9024 | 53.6585 | 48.7805 | 43.9024 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.8004 | 5.6531 | 0.8913 | 1.0818 | 2.1038 | 0.5112 |
Largest Winning Trade | 1036575 | 1036575 | 73295 | 1183782 | 1183782 | 184757 |
Largest Losing Trade | -49505 | -36790 | -49505 | -453949 | -280710 | -453949 |
Avg Bars in Trades | 42 | 37 | 48 | 42 | 37 | 48 |
Avg Bars in Winners | 62 | 61 | 62 | 62 | 61 | 62 |
Avg Bars in Losers | 24 | 19 | 30 | 24 | 19 | 30 |
Bars Traded | 3513 | 1540 | 1973 | 3513 | 1540 | 1973 |
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 | 250975 | 580507 | -537626 | -357405 | -42567 | -580268 |
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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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