Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866736.033 | 801533.4799 | 65202.5532 | 1610364.7022 | 1515049.4162 | 95315.2861 |
Total P&L (%) | 866.736 | 801.5335 | 65.2026 | 1610.3647 | 1515.0494 | 95.3153 |
Avg Daily Profit (%) | 0.4798 | 0.4437 | 0.0361 | 0.1573 | 0.1541 | 0.0371 |
Buy And Hold Return (%) | 254.388 | 254.388 | 254.388 | 254.388 | 254.388 | 254.388 |
Max Trade Drawdown | -91459 | -64930 | -38128 | -2585155 | -2105281 | -1009947 |
Profit Factor | 2.7413 | 4.153 | 1.2677 | 1.2219 | 1.3963 | 1.0278 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40.9836 | 40 | 41.9355 | 40.9836 | 40 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.9475 | 6.2295 | 1.7553 | 1.7596 | 2.0945 | 1.423 |
Largest Winning Trade | 369703 | 369703 | 68111 | 2284949 | 2284949 | 1215935 |
Largest Losing Trade | -42963 | -42963 | -35861 | -802623 | -748989 | -802623 |
Avg Bars in Trades | 170 | 153 | 187 | 170 | 153 | 187 |
Avg Bars in Winners | 305 | 282 | 326 | 305 | 282 | 326 |
Avg Bars in Losers | 77 | 67 | 86 | 77 | 67 | 86 |
Bars Traded | 10412 | 4604 | 5808 | 10412 | 4604 | 5808 |
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 | -156873 | 373715 | -312638 | -161839 | 172674 | -502337 |
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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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