Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700832.0168 | 624581.8887 | 76250.1281 | 2080849.6331 | 965575.2935 | 1115274.3396 |
Total P&L (%) | 700.832 | 624.5819 | 76.2501 | 2080.8496 | 965.5753 | 1115.2743 |
Avg Daily Profit (%) | 0.4331 | 0.386 | 0.0471 | 0.1907 | 0.1463 | 0.1545 |
Buy And Hold Return (%) | 26.5733 | 26.5733 | 26.5733 | 26.5733 | 26.5733 | 26.5733 |
Max Trade Drawdown | -119319 | -123147 | -87073 | -3104027 | -2707443 | -698348 |
Profit Factor | 2.2664 | 3.2102 | 1.2815 | 1.286 | 1.2183 | 1.3911 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.1538 | 43.5897 | 48.7179 | 46.1538 | 43.5897 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.6441 | 4.1544 | 1.349 | 1.5004 | 1.5766 | 1.4643 |
Largest Winning Trade | 202363 | 202363 | 68247 | 1573472 | 1354810 | 1573472 |
Largest Losing Trade | -38551 | -38551 | -36062 | -1495438 | -1495438 | -544569 |
Avg Bars in Trades | 244 | 239 | 248 | 244 | 239 | 248 |
Avg Bars in Winners | 405 | 407 | 403 | 405 | 407 | 403 |
Avg Bars in Losers | 105 | 110 | 100 | 105 | 110 | 100 |
Bars Traded | 19032 | 9358 | 9674 | 19032 | 9358 | 9674 |
Profit Streak | 0 | 0 | 546.5583 | 0 | 0 | 546.5583 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25928 | 478478 | -133121 | -31205 | 34476 | 302225 |
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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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