Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704792.4184 | 626886.1208 | 77906.2976 | 949658.3439 | 590102.1992 | 359556.1447 |
Total P&L (%) | 704.7924 | 626.8861 | 77.9063 | 949.6583 | 590.1022 | 359.5561 |
Avg Daily Profit (%) | 0.3843 | 0.3418 | 0.0425 | 0.1283 | 0.1054 | 0.0832 |
Buy And Hold Return (%) | 131.6751 | 131.6751 | 131.6751 | 131.6751 | 131.6751 | 131.6751 |
Max Trade Drawdown | -123464 | -117452 | -76383 | -459906 | -430268 | -142666 |
Profit Factor | 2.5816 | 3.9507 | 1.3341 | 1.6057 | 1.6899 | 1.5046 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 56.1644 | 62.1622 | 50 | 56.1644 | 62.1622 | 50 |
Ratio Avg Win / Avg Loss | 2.0149 | 2.4048 | 1.3341 | 1.2532 | 1.0286 | 1.5046 |
Largest Winning Trade | 447063 | 447063 | 51155 | 447063 | 447063 | 189082 |
Largest Losing Trade | -53376 | -29997 | -53376 | -250783 | -158109 | -250783 |
Avg Bars in Trades | 47 | 61 | 32 | 47 | 61 | 32 |
Avg Bars in Winners | 55 | 61 | 48 | 55 | 61 | 48 |
Avg Bars in Losers | 36 | 61 | 17 | 36 | 61 | 17 |
Bars Traded | 3459 | 2275 | 1184 | 3459 | 2275 | 1184 |
Profit Streak | 0 | 0 | 366.375 | 0 | 0 | 366.375 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61763 | 587211 | -300313 | -94628 | -50003 | -81450 |
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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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