Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885681.0742 | 807473.7172 | 78207.357 | 1528751.9903 | 1229613.0285 | 299138.9618 |
Total P&L (%) | 885.6811 | 807.4737 | 78.2074 | 1528.752 | 1229.613 | 299.139 |
Avg Daily Profit (%) | 0.481 | 0.4385 | 0.0425 | 0.1517 | 0.1406 | 0.0752 |
Buy And Hold Return (%) | 142.0235 | 142.0235 | 142.0235 | 142.0235 | 142.0235 | 142.0235 |
Max Trade Drawdown | -65376 | -96861 | -33122 | -1063378 | -667277 | -727187 |
Profit Factor | 2.9239 | 4.341 | 1.3577 | 1.4717 | 1.7397 | 1.1895 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 47.3684 | 50.8772 | 43.8596 | 47.3684 | 50.8772 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.2488 | 4.1913 | 1.7378 | 1.6352 | 1.6797 | 1.5225 |
Largest Winning Trade | 701122 | 701122 | 47722 | 775407 | 768765 | 775407 |
Largest Losing Trade | -31208 | -31208 | -26833 | -624888 | -354285 | -624888 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 72 | 62 | 84 | 72 | 62 | 84 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 5209 | 2484 | 2725 | 5209 | 2484 | 2725 |
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 | 532544 | -163429 | -482849 | 329333 | -181538 | -292161 |
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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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