Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416034.4747 | 392699.3592 | 23335.1155 | 345426.5036 | 417490.0393 | -72063.5358 |
Total P&L (%) | 416.0345 | 392.6994 | 23.3351 | 345.4265 | 417.49 | -72.0635 |
Avg Daily Profit (%) | 0.2946 | 0.2781 | 0.0165 | 0.1059 | 0.1165 | -0.0903 |
Buy And Hold Return (%) | 66.2503 | 66.2503 | 66.2503 | 66.2503 | 66.2503 | 66.2503 |
Max Trade Drawdown | -110578 | -95759 | -129053 | -1660503 | -1134962 | -750531 |
Profit Factor | 1.8488 | 2.5623 | 1.0977 | 1.0846 | 1.1974 | 0.9634 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 52.0548 | 51.3514 | 52.7778 | 52.0548 | 51.3514 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.7028 | 2.4274 | 0.9822 | 0.999 | 1.1344 | 0.862 |
Largest Winning Trade | 189189 | 189189 | 53877 | 431450 | 427208 | 431450 |
Largest Losing Trade | -44230 | -44230 | -39657 | -610790 | -475407 | -610790 |
Avg Bars in Trades | 72 | 59 | 85 | 72 | 59 | 85 |
Avg Bars in Winners | 80 | 69 | 91 | 80 | 69 | 91 |
Avg Bars in Losers | 64 | 49 | 79 | 64 | 49 | 79 |
Bars Traded | 5287 | 2200 | 3087 | 5287 | 2200 | 3087 |
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 | -64553 | 455028 | -450888 | -257957 | -41110 | -580420 |
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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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