Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684407.8996 | 623565.5373 | 60842.3624 | 876895.9481 | 651748.3453 | 225147.6028 |
Total P&L (%) | 684.4079 | 623.5655 | 60.8424 | 876.8959 | 651.7483 | 225.1476 |
Avg Daily Profit (%) | 0.3699 | 0.337 | 0.0329 | 0.1232 | 0.1091 | 0.0637 |
Buy And Hold Return (%) | 97.3423 | 97.3423 | 97.3423 | 97.3423 | 97.3423 | 97.3423 |
Max Trade Drawdown | -84890 | -87918 | -63349 | -735255 | -345916 | -491739 |
Profit Factor | 2.5829 | 3.7627 | 1.2944 | 1.448 | 1.6379 | 1.2407 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 49.3671 | 45 | 53.8462 | 49.3671 | 45 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.6491 | 4.5989 | 1.1095 | 1.4851 | 2.0019 | 1.0634 |
Largest Winning Trade | 519859 | 519859 | 43783 | 430289 | 353645 | 430289 |
Largest Losing Trade | -39112 | -39112 | -28745 | -378648 | -164471 | -378648 |
Avg Bars in Trades | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 3500 | 1600 | 1900 | 3500 | 1600 | 1900 |
Profit Streak | 0 | 0 | 90.7492 | 0 | 0 | 90.7492 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17109 | 496214 | -313617 | -58600 | -45980 | -111824 |
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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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