Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848392.1187 | 784083.2347 | 64308.8839 | 1033082.6389 | 917496.9678 | 115585.6711 |
Total P&L (%) | 848.3921 | 784.0832 | 64.3089 | 1033.0826 | 917.497 | 115.5857 |
Avg Daily Profit (%) | 0.4618 | 0.4268 | 0.035 | 0.1322 | 0.1264 | 0.0418 |
Buy And Hold Return (%) | 74.7439 | 74.7439 | 74.7439 | 74.7439 | 74.7439 | 74.7439 |
Max Trade Drawdown | -59749 | -43439 | -59534 | -1077594 | -463344 | -1032709 |
Profit Factor | 2.7827 | 4.1919 | 1.2793 | 1.2095 | 1.3707 | 1.0471 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44 | 44.7368 | 43.2432 | 44 | 44.7368 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.5416 | 5.1782 | 1.6791 | 1.5394 | 1.6932 | 1.3743 |
Largest Winning Trade | 669063 | 669063 | 48330 | 720307 | 534738 | 720307 |
Largest Losing Trade | -31623 | -21787 | -31623 | -607935 | -319454 | -607935 |
Avg Bars in Trades | 279 | 272 | 286 | 279 | 272 | 286 |
Avg Bars in Winners | 453 | 458 | 447 | 453 | 458 | 447 |
Avg Bars in Losers | 142 | 122 | 163 | 142 | 122 | 163 |
Bars Traded | 20953 | 10368 | 10585 | 20953 | 10368 | 10585 |
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 | -48024 | 545220 | -313460 | -79046 | -24304 | -318306 |
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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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