Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888820.4659 | 849887.0554 | 38933.4104 | 714924.6383 | 371532.9719 | 343391.6665 |
Total P&L (%) | 888.8205 | 849.8871 | 38.9334 | 714.9246 | 371.533 | 343.3917 |
Avg Daily Profit (%) | 0.4709 | 0.4503 | 0.0206 | 0.1112 | 0.0822 | 0.0789 |
Buy And Hold Return (%) | 330.7458 | 330.7458 | 330.7458 | 330.7458 | 330.7458 | 330.7458 |
Max Trade Drawdown | -84583 | -100976 | -87339 | -789333 | -671428 | -484308 |
Profit Factor | 2.9292 | 4.8873 | 1.1608 | 1.2533 | 1.2485 | 1.2587 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 42.8571 | 35.8974 | 50 | 42.8571 | 35.8974 | 50 |
Ratio Avg Win / Avg Loss | 3.9056 | 8.7273 | 1.1608 | 1.671 | 2.2294 | 1.2587 |
Largest Winning Trade | 677996 | 677996 | 53052 | 569362 | 569362 | 244343 |
Largest Losing Trade | -49622 | -27679 | -49622 | -202498 | -167165 | -202498 |
Avg Bars in Trades | 94 | 78 | 109 | 94 | 78 | 109 |
Avg Bars in Winners | 156 | 152 | 158 | 156 | 152 | 158 |
Avg Bars in Losers | 47 | 37 | 60 | 47 | 37 | 60 |
Bars Traded | 7245 | 3078 | 4167 | 7245 | 3078 | 4167 |
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 | -36497 | 321540 | -374690 | -98067 | -215207 | -241599 |
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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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