Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779985.4676 | 680001.8681 | 99983.5995 | 349120.8876 | 856232.0189 | -507111.1313 |
Total P&L (%) | 779.9855 | 680.0019 | 99.9836 | 349.1209 | 856.232 | -507.1111 |
Avg Daily Profit (%) | 0.3102 | 0.2705 | 0.0398 | 0.0598 | 0.0898 | 0 |
Buy And Hold Return (%) | 174.2472 | 174.2472 | 174.2472 | 174.2472 | 174.2472 | 174.2472 |
Max Trade Drawdown | -157089 | -78998 | -164503 | -804279 | -161045 | -868506 |
Profit Factor | 2.3179 | 3.2921 | 1.3387 | 1.229 | 2.7568 | 0.5112 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 57.1429 | 50 | 64.4444 | 57.1429 | 50 | 64.4444 |
Ratio Avg Win / Avg Loss | 1.7384 | 3.2921 | 0.7386 | 0.9217 | 2.7568 | 0.282 |
Largest Winning Trade | 416187 | 416187 | 40901 | 415066 | 415066 | 73702 |
Largest Losing Trade | -91463 | -40350 | -91463 | -761499 | -158624 | -761499 |
Avg Bars in Trades | 81 | 91 | 71 | 81 | 91 | 71 |
Avg Bars in Winners | 96 | 105 | 88 | 96 | 105 | 88 |
Avg Bars in Losers | 62 | 78 | 41 | 62 | 78 | 41 |
Bars Traded | 7450 | 4218 | 3232 | 7450 | 4218 | 3232 |
Profit Streak | 0 | 0 | 156.5735 | 0 | 0 | 156.5735 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459480 | 457139 | -304005 | -120839 | -68679 | -577875 |
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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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