Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438755.466 | 348427.4736 | 90327.9924 | 1982702.3317 | 1384265.2808 | 598437.0509 |
Total P&L (%) | 438.7555 | 348.4275 | 90.328 | 1982.7023 | 1384.2653 | 598.4371 |
Avg Daily Profit (%) | 0.2384 | 0.1893 | 0.0491 | 0.1651 | 0.1467 | 0.1057 |
Buy And Hold Return (%) | 98.5618 | 98.5618 | 98.5618 | 98.5618 | 98.5618 | 98.5618 |
Max Trade Drawdown | -79987 | -90015 | -47516 | -557089 | -503316 | -265134 |
Profit Factor | 2.6558 | 3.1517 | 1.8765 | 2.268 | 2.3496 | 2.1124 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 64.9123 | 65.5172 | 64.2857 | 64.9123 | 65.5172 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.4356 | 1.6588 | 1.0425 | 1.2259 | 1.2366 | 1.1736 |
Largest Winning Trade | 89726 | 89726 | 55750 | 634367 | 634367 | 396894 |
Largest Losing Trade | -32745 | -32745 | -23343 | -203724 | -203724 | -132909 |
Avg Bars in Trades | 91 | 85 | 98 | 91 | 85 | 98 |
Avg Bars in Winners | 81 | 65 | 97 | 81 | 65 | 97 |
Avg Bars in Losers | 111 | 123 | 99 | 111 | 123 | 99 |
Bars Traded | 5240 | 2487 | 2753 | 5240 | 2487 | 2753 |
Profit Streak | 0 | 0 | 324.7853 | 0 | 0 | 324.7853 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167483 | 463448 | -308487 | -166620 | 306377 | -67004 |
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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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