Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926391.267 | 797401.9234 | 128989.3436 | 5547195.2367 | 1874099.675 | 3673095.5617 |
Total P&L (%) | 926.3913 | 797.4019 | 128.9893 | 5547.1952 | 1874.0997 | 3673.0956 |
Avg Daily Profit (%) | 0.4989 | 0.4294 | 0.0695 | 0.2175 | 0.1607 | 0.1957 |
Buy And Hold Return (%) | 142.0213 | 142.0213 | 142.0213 | 142.0213 | 142.0213 | 142.0213 |
Max Trade Drawdown | -57869 | -41608 | -51967 | -1984890 | -1494572 | -993184 |
Profit Factor | 2.9071 | 5.1235 | 1.4412 | 1.7838 | 1.3997 | 2.5379 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 47.6923 | 42.4242 | 53.125 | 47.6923 | 42.4242 | 53.125 |
Ratio Avg Win / Avg Loss | 3.1885 | 6.9533 | 1.2716 | 1.9564 | 1.8996 | 2.2393 |
Largest Winning Trade | 401544 | 401544 | 75354 | 2079627 | 2077929 | 2079627 |
Largest Losing Trade | -43504 | -22812 | -43504 | -1004897 | -1004897 | -460981 |
Avg Bars in Trades | 111 | 105 | 116 | 111 | 105 | 116 |
Avg Bars in Winners | 173 | 174 | 171 | 173 | 174 | 171 |
Avg Bars in Losers | 54 | 55 | 54 | 54 | 55 | 54 |
Bars Traded | 7229 | 3494 | 3735 | 7229 | 3494 | 3735 |
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 | -121072 | 503619 | -264650 | -125327 | 235276 | 475630 |
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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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