Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765928.6469 | 687220.252 | 78708.395 | 1477176.9416 | 1308287.3346 | 168889.607 |
Total P&L (%) | 765.9286 | 687.2203 | 78.7084 | 1477.1769 | 1308.2873 | 168.8896 |
Avg Daily Profit (%) | 0.4147 | 0.3721 | 0.0426 | 0.1495 | 0.1433 | 0.0536 |
Buy And Hold Return (%) | 178.6162 | 178.6162 | 178.6162 | 178.6162 | 178.6162 | 178.6162 |
Max Trade Drawdown | -146617 | -99813 | -84726 | -695105 | -435018 | -319608 |
Profit Factor | 2.6894 | 3.9606 | 1.3558 | 1.8561 | 2.4864 | 1.1998 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 53.2468 | 51.2821 | 55.2632 | 53.2468 | 51.2821 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.3615 | 3.7626 | 1.0975 | 1.6297 | 2.3621 | 0.9713 |
Largest Winning Trade | 501868 | 501868 | 57461 | 657859 | 657859 | 305923 |
Largest Losing Trade | -53843 | -53843 | -43093 | -324722 | -324722 | -228625 |
Avg Bars in Trades | 90 | 85 | 96 | 90 | 85 | 96 |
Avg Bars in Winners | 110 | 100 | 119 | 110 | 100 | 119 |
Avg Bars in Losers | 68 | 70 | 67 | 68 | 70 | 67 |
Bars Traded | 6993 | 3346 | 3648 | 6993 | 3346 | 3648 |
Profit Streak | 0 | 0 | 86.9696 | 0 | 0 | 86.9696 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32818 | 517342 | -300079 | -35434 | 130900 | -288315 |
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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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