Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1666644.7582 | 1627041.716 | 39603.0423 | 499197.2302 | 176098.0924 | 323099.1378 |
Total P&L (%) | 1666.6448 | 1627.0417 | 39.603 | 499.1972 | 176.0981 | 323.0991 |
Avg Daily Profit (%) | 0.7538 | 0.7359 | 0.0179 | 0.081 | 0.0459 | 0.0653 |
Buy And Hold Return (%) | 472.4138 | 472.4138 | 472.4138 | 472.4138 | 472.4138 | 472.4138 |
Max Trade Drawdown | -149070 | -102188 | -124314 | -849335 | -654510 | -363861 |
Profit Factor | 3.5894 | 5.5108 | 1.14 | 1.1936 | 1.1043 | 1.3633 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 47.2222 | 44.4444 | 50 | 47.2222 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 4.0117 | 6.8885 | 1.14 | 1.3341 | 1.3804 | 1.3633 |
Largest Winning Trade | 1435666 | 1435666 | 50447 | 628874 | 628874 | 271220 |
Largest Losing Trade | -78007 | -44926 | -78007 | -204440 | -203787 | -204440 |
Avg Bars in Trades | 56 | 63 | 49 | 56 | 63 | 49 |
Avg Bars in Winners | 73 | 88 | 61 | 73 | 88 | 61 |
Avg Bars in Losers | 41 | 44 | 38 | 41 | 44 | 38 |
Bars Traded | 4083 | 2294 | 1789 | 4083 | 2294 | 1789 |
Profit Streak | 0 | 98.0542 | 0 | 0 | 98.0542 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67968 | 592860 | -401260 | -325304 | -404736 | -271102 |
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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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