Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800691.9507 | 709413.9374 | 91278.0132 | 1750982.9469 | 1513869.4948 | 237113.4522 |
Total P&L (%) | 800.692 | 709.4139 | 91.278 | 1750.9829 | 1513.8695 | 237.1135 |
Avg Daily Profit (%) | 0.435 | 0.3854 | 0.0496 | 0.1587 | 0.1512 | 0.0661 |
Buy And Hold Return (%) | 69.9222 | 69.9222 | 69.9222 | 69.9222 | 69.9222 | 69.9222 |
Max Trade Drawdown | -86295 | -64788 | -45450 | -1089360 | -338185 | -1068686 |
Profit Factor | 3.1202 | 4.983 | 1.4574 | 1.5393 | 2.1412 | 1.1235 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.0403 | 8.0494 | 2.3543 | 2.4866 | 3.4588 | 1.8149 |
Largest Winning Trade | 553593 | 553593 | 55068 | 939382 | 914430 | 939382 |
Largest Losing Trade | -34765 | -19696 | -34765 | -862701 | -228734 | -862701 |
Avg Bars in Trades | 105 | 102 | 108 | 105 | 102 | 108 |
Avg Bars in Winners | 189 | 187 | 192 | 189 | 187 | 192 |
Avg Bars in Losers | 53 | 50 | 56 | 53 | 50 | 56 |
Bars Traded | 7186 | 3494 | 3692 | 7186 | 3494 | 3692 |
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 | -102344 | 461262 | -199873 | -108010 | 255639 | -195656 |
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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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