Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1229099.544 | 1196214.9871 | 32884.5569 | 937685.8599 | 293362.7263 | 644323.1336 |
Total P&L (%) | 1229.0995 | 1196.215 | 32.8846 | 937.6859 | 293.3627 | 644.3231 |
Avg Daily Profit (%) | 0.6554 | 0.6379 | 0.0175 | 0.1248 | 0.0731 | 0.1071 |
Buy And Hold Return (%) | 188.4914 | 188.4914 | 188.4914 | 188.4914 | 188.4914 | 188.4914 |
Max Trade Drawdown | -135509 | -100723 | -73336 | -1671882 | -1357259 | -711124 |
Profit Factor | 3.4235 | 5.6021 | 1.133 | 1.204 | 1.107 | 1.3474 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 40.5797 | 41.1765 | 40 | 40.5797 | 41.1765 | 40 |
Ratio Avg Win / Avg Loss | 5.0129 | 8.003 | 1.6995 | 1.763 | 1.5814 | 2.0211 |
Largest Winning Trade | 931580 | 931580 | 60213 | 1089179 | 1089179 | 441988 |
Largest Losing Trade | -38097 | -26031 | -38097 | -370577 | -366477 | -370577 |
Avg Bars in Trades | 158 | 148 | 168 | 158 | 148 | 168 |
Avg Bars in Winners | 258 | 233 | 283 | 258 | 233 | 283 |
Avg Bars in Losers | 90 | 88 | 92 | 90 | 88 | 92 |
Bars Traded | 10943 | 5041 | 5902 | 10943 | 5041 | 5902 |
Profit Streak | 0 | 248.0933 | 0 | 0 | 248.0933 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91783 | 629472 | -412209 | -136634 | -209071 | -54749 |
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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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