Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839334.0004 | 690916.1629 | 148417.8376 | 906133.5199 | 363679.5445 | 542453.9755 |
Total P&L (%) | 839.334 | 690.9162 | 148.4178 | 906.1335 | 363.6795 | 542.454 |
Avg Daily Profit (%) | 0.4511 | 0.3713 | 0.0798 | 0.1242 | 0.0825 | 0.1 |
Buy And Hold Return (%) | 72.0457 | 72.0457 | 72.0457 | 72.0457 | 72.0457 | 72.0457 |
Max Trade Drawdown | -109717 | -124484 | -71378 | -2868125 | -3205355 | -1847472 |
Profit Factor | 2.8112 | 3.2034 | 1.9906 | 1.0944 | 1.0589 | 1.1583 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 59.4203 | 48.5714 | 70.5882 | 59.4203 | 48.5714 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.9199 | 3.3918 | 0.8294 | 0.7474 | 1.1212 | 0.4826 |
Largest Winning Trade | 563568 | 563568 | 53808 | 1321207 | 1321207 | 1005637 |
Largest Losing Trade | -66727 | -47824 | -66727 | -1752029 | -1551053 | -1752029 |
Avg Bars in Trades | 100 | 111 | 88 | 100 | 111 | 88 |
Avg Bars in Winners | 88 | 86 | 90 | 88 | 86 | 90 |
Avg Bars in Losers | 117 | 136 | 83 | 117 | 136 | 83 |
Bars Traded | 6922 | 3917 | 3005 | 6922 | 3917 | 3005 |
Profit Streak | 0 | 0 | 306.1303 | 0 | 0 | 306.1303 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89229 | 542133 | -87901 | -249988 | -240429 | -103010 |
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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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