Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886137.1501 | 829680.1113 | 56457.0388 | 881149.5788 | 731600.1203 | 149549.4584 |
Total P&L (%) | 886.1372 | 829.6801 | 56.457 | 881.1496 | 731.6001 | 149.5495 |
Avg Daily Profit (%) | 0.4808 | 0.4502 | 0.0306 | 0.124 | 0.115 | 0.0496 |
Buy And Hold Return (%) | 169.2861 | 169.2861 | 169.2861 | 169.2861 | 169.2861 | 169.2861 |
Max Trade Drawdown | -88965 | -78575 | -65006 | -1199665 | -485766 | -1060508 |
Profit Factor | 2.8142 | 4.3585 | 1.2339 | 1.2103 | 1.3702 | 1.0676 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.2055 | 45.9459 | 44.4444 | 45.2055 | 45.9459 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.4112 | 5.1277 | 1.5423 | 1.467 | 1.612 | 1.3344 |
Largest Winning Trade | 723836 | 723836 | 51965 | 736307 | 456001 | 736307 |
Largest Losing Trade | -40890 | -22475 | -40890 | -772490 | -277620 | -772490 |
Avg Bars in Trades | 47 | 45 | 49 | 47 | 45 | 49 |
Avg Bars in Winners | 75 | 68 | 82 | 75 | 68 | 82 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 3495 | 1697 | 1798 | 3495 | 1697 | 1798 |
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 | -63509 | 522294 | -319111 | -106884 | -40943 | -440786 |
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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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