Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857762.8768 | 773889.2803 | 83873.5964 | 2404562.2166 | 1977040.3379 | 427521.8787 |
Total P&L (%) | 857.7629 | 773.8893 | 83.8736 | 2404.5622 | 1977.0403 | 427.5219 |
Avg Daily Profit (%) | 0.4677 | 0.422 | 0.0457 | 0.1758 | 0.1655 | 0.0907 |
Buy And Hold Return (%) | 131.6092 | 131.6092 | 131.6092 | 131.6092 | 131.6092 | 131.6092 |
Max Trade Drawdown | -62013 | -42468 | -42999 | -712960 | -479237 | -643903 |
Profit Factor | 4.0979 | 7.8679 | 1.5108 | 1.7694 | 2.5508 | 1.231 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 31.4286 | 31.4286 | 31.4286 | 31.4286 | 31.4286 | 31.4286 |
Ratio Avg Win / Avg Loss | 8.9409 | 17.1663 | 3.2963 | 3.8604 | 5.5653 | 2.6859 |
Largest Winning Trade | 648749 | 648749 | 56731 | 983549 | 983549 | 667032 |
Largest Losing Trade | -28741 | -12940 | -28741 | -428173 | -138391 | -428173 |
Avg Bars in Trades | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Winners | 125 | 125 | 125 | 125 | 125 | 125 |
Avg Bars in Losers | 15 | 11 | 18 | 15 | 11 | 18 |
Bars Traded | 3475 | 1665 | 1810 | 3475 | 1665 | 1810 |
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 | -88862 | 377451 | -302355 | -94814 | 193479 | -81197 |
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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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