Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420671.053 | 345601.1652 | 75069.8879 | 1916633.1722 | 1966564.5796 | -49931.4075 |
Total P&L (%) | 420.6711 | 345.6012 | 75.0699 | 1916.6332 | 1966.5646 | -49.9314 |
Avg Daily Profit (%) | 0.4747 | 0.39 | 0.0847 | 0.3395 | 0.3423 | -0.078 |
Buy And Hold Return (%) | 460.9585 | 460.9585 | 460.9585 | 460.9585 | 460.9585 | 460.9585 |
Max Trade Drawdown | -86502 | -36052 | -103226 | -913988 | -678323 | -972123 |
Profit Factor | 2.4224 | 4.133 | 1.4048 | 1.5814 | 2.6566 | 0.9763 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 61.7284 | 58.5366 | 65 | 61.7284 | 58.5366 | 65 |
Ratio Avg Win / Avg Loss | 1.5019 | 2.9275 | 0.7564 | 0.9805 | 1.8817 | 0.5257 |
Largest Winning Trade | 55347 | 55347 | 49509 | 679799 | 497506 | 679799 |
Largest Losing Trade | -40576 | -19222 | -40576 | -874522 | -423522 | -874522 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 48 | 46 | 49 | 48 | 46 | 49 |
Avg Bars in Losers | 28 | 25 | 31 | 28 | 25 | 31 |
Bars Traded | 3292 | 1554 | 1738 | 3292 | 1554 | 1738 |
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 | -165673 | -148231 | -244613 | -7194 | 485209 | -578805 |
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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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