Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577212.1115 | 549314.4752 | 27897.6363 | -25787.4518 | 1292892.4983 | -1318679.9501 |
Total P&L (%) | 577.2121 | 549.3145 | 27.8976 | -25.7875 | 1292.8925 | -1318.68 |
Avg Daily Profit (%) | 0.3009 | 0.2863 | 0.0145 | -0.0155 | 0.1374 | 0 |
Buy And Hold Return (%) | 72.3647 | 72.3647 | 72.3647 | 72.3647 | 72.3647 | 72.3647 |
Max Trade Drawdown | -95429 | -103275 | -115590 | -1488322 | -484096 | -1731232 |
Profit Factor | 1.8873 | 2.8711 | 1.0782 | 0.9939 | 1.9155 | 0.5309 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 42.1053 | 40.4255 | 43.75 | 42.1053 | 40.4255 | 43.75 |
Ratio Avg Win / Avg Loss | 2.5951 | 4.2311 | 1.3862 | 1.3666 | 2.8229 | 0.6826 |
Largest Winning Trade | 322353 | 322353 | 67826 | 486009 | 486009 | 289298 |
Largest Losing Trade | -95429 | -25668 | -95429 | -1488322 | -174238 | -1488322 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 62 | 49 | 74 | 62 | 49 | 74 |
Avg Bars in Losers | 20 | 26 | 14 | 20 | 26 | 14 |
Bars Traded | 3649 | 1692 | 1957 | 3649 | 1692 | 1957 |
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 | 347965 | 382126 | -476088 | -581928 | -9212 | -583119 |
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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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