Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596590.8727 | 523653.3276 | 72937.5451 | 1280578.8144 | 561267.4225 | 719311.3919 |
Total P&L (%) | 596.5909 | 523.6533 | 72.9375 | 1280.5788 | 561.2674 | 719.3114 |
Avg Daily Profit (%) | 0.3687 | 0.3236 | 0.0451 | 0.1624 | 0.1168 | 0.1301 |
Buy And Hold Return (%) | 21.4036 | 21.4036 | 21.4036 | 21.4036 | 21.4036 | 21.4036 |
Max Trade Drawdown | -131604 | -131718 | -76157 | -1973445 | -1778039 | -553656 |
Profit Factor | 2.2074 | 3.0552 | 1.3048 | 1.2824 | 1.2074 | 1.3934 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 40.7895 | 39.4737 | 42.1053 | 40.7895 | 39.4737 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.2043 | 4.6847 | 1.7941 | 1.8616 | 1.8514 | 1.9159 |
Largest Winning Trade | 193141 | 193141 | 62889 | 946569 | 886090 | 946569 |
Largest Losing Trade | -46261 | -46261 | -28408 | -1134189 | -1134189 | -223510 |
Avg Bars in Trades | 245 | 236 | 253 | 245 | 236 | 253 |
Avg Bars in Winners | 451 | 448 | 455 | 451 | 448 | 455 |
Avg Bars in Losers | 103 | 98 | 107 | 103 | 98 | 107 |
Bars Traded | 18646 | 8996 | 9650 | 18646 | 8996 | 9650 |
Profit Streak | 0 | 0 | 663.4037 | 0 | 0 | 663.4037 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43679 | 390620 | -136325 | -48555 | -40085 | -19286 |
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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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