Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807541.2599 | 756403.7907 | 51137.4692 | 706897.4909 | 640628.3255 | 66269.1654 |
Total P&L (%) | 807.5413 | 756.4038 | 51.1375 | 706.8975 | 640.6283 | 66.2692 |
Avg Daily Profit (%) | 0.4394 | 0.4116 | 0.0278 | 0.1137 | 0.109 | 0.0277 |
Buy And Hold Return (%) | 143.8961 | 143.8961 | 143.8961 | 143.8961 | 143.8961 | 143.8961 |
Max Trade Drawdown | -115104 | -97527 | -49059 | -478220 | -288576 | -413313 |
Profit Factor | 2.8052 | 4.3853 | 1.2284 | 1.4104 | 1.781 | 1.0734 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 39.6825 | 40.625 | 38.7097 | 39.6825 | 40.625 | 38.7097 |
Ratio Avg Win / Avg Loss | 4.2639 | 6.4093 | 1.945 | 2.1438 | 2.603 | 1.6996 |
Largest Winning Trade | 632188 | 632188 | 53241 | 468579 | 468579 | 399186 |
Largest Losing Trade | -35752 | -26772 | -35752 | -332011 | -145113 | -332011 |
Avg Bars in Trades | 83 | 85 | 81 | 83 | 85 | 81 |
Avg Bars in Winners | 152 | 150 | 155 | 152 | 150 | 155 |
Avg Bars in Losers | 37 | 40 | 35 | 37 | 40 | 35 |
Bars Traded | 5253 | 2720 | 2533 | 5253 | 2720 | 2533 |
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 | -140776 | 444603 | -325154 | -195637 | -49150 | -464748 |
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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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