Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652491.5548 | 601325.1166 | 51166.4382 | 904434.1381 | 386461.41 | 517972.7281 |
Total P&L (%) | 652.4916 | 601.3251 | 51.1664 | 904.4341 | 386.4614 | 517.9727 |
Avg Daily Profit (%) | 0.3521 | 0.3245 | 0.0276 | 0.1246 | 0.0854 | 0.0983 |
Buy And Hold Return (%) | 120.3686 | 120.3686 | 120.3686 | 120.3686 | 120.3686 | 120.3686 |
Max Trade Drawdown | -160280 | -104318 | -104079 | -4933784 | -3351414 | -2662758 |
Profit Factor | 2.1546 | 3.4268 | 1.1612 | 1.0872 | 1.0715 | 1.1042 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 37.3134 | 35.2941 | 39.3939 | 37.3134 | 35.2941 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.6196 | 6.2825 | 1.7865 | 1.8265 | 1.9645 | 1.6988 |
Largest Winning Trade | 295758 | 295758 | 69636 | 1715552 | 1715552 | 984517 |
Largest Losing Trade | -38600 | -25601 | -38600 | -1580119 | -1498355 | -1580119 |
Avg Bars in Trades | 79 | 74 | 85 | 79 | 74 | 85 |
Avg Bars in Winners | 148 | 132 | 163 | 148 | 132 | 163 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 5338 | 2520 | 2818 | 5338 | 2520 | 2818 |
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 | -113828 | 308948 | -367994 | -276050 | -228350 | -172210 |
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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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