Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965271.9291 | 896142.7817 | 69129.1474 | 1371732.8804 | 34799.2867 | 1336933.5937 |
Total P&L (%) | 965.2719 | 896.1428 | 69.1291 | 1371.7329 | 34.7993 | 1336.9336 |
Avg Daily Profit (%) | 0.5099 | 0.4734 | 0.0365 | 0.1422 | 0.0158 | 0.1409 |
Buy And Hold Return (%) | 222.6696 | 222.6696 | 222.6696 | 222.6696 | 222.6696 | 222.6696 |
Max Trade Drawdown | -66438 | -83044 | -71858 | -1577814 | -1434376 | -532588 |
Profit Factor | 3.1287 | 4.4886 | 1.3516 | 1.1957 | 1.0075 | 1.571 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 48 | 47.3684 | 48.6486 | 48 | 47.3684 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.3894 | 4.9873 | 1.4267 | 1.2954 | 1.1194 | 1.6583 |
Largest Winning Trade | 588089 | 588089 | 55206 | 1111547 | 1111547 | 630235 |
Largest Losing Trade | -43425 | -38973 | -43425 | -939883 | -939883 | -459754 |
Avg Bars in Trades | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Winners | 137 | 126 | 148 | 137 | 126 | 148 |
Avg Bars in Losers | 60 | 70 | 51 | 60 | 70 | 51 |
Bars Traded | 7316 | 3679 | 3637 | 7316 | 3679 | 3637 |
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 | -47314 | 525009 | -310014 | -70683 | -550884 | -2874 |
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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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