Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834600.2661 | 657000.7396 | 177599.5265 | 5776774.9673 | 3982296.6702 | 1794478.2971 |
Total P&L (%) | 834.6003 | 657.0007 | 177.5995 | 5776.775 | 3982.2967 | 1794.4783 |
Avg Daily Profit (%) | 0.4563 | 0.3592 | 0.0971 | 0.223 | 0.203 | 0.161 |
Buy And Hold Return (%) | 186.7792 | 186.7792 | 186.7792 | 186.7792 | 186.7792 | 186.7792 |
Max Trade Drawdown | -61839 | -56814 | -58694 | -3600966 | -2238775 | -3008518 |
Profit Factor | 2.9971 | 4.0346 | 1.8818 | 1.4995 | 1.6845 | 1.3122 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45.679 | 42.5 | 48.7805 | 45.679 | 42.5 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.5641 | 5.4586 | 1.9759 | 1.7831 | 2.279 | 1.3778 |
Largest Winning Trade | 308700 | 308700 | 74984 | 3055338 | 2856167 | 3055338 |
Largest Losing Trade | -25637 | -17241 | -25637 | -1477045 | -928994 | -1477045 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 3308 | 1631 | 1677 | 3308 | 1631 | 1677 |
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 | -3810 | 394053 | -225981 | -7310 | 301186 | 267257 |
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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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