Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650493.9912 | 603850.6148 | 46643.3764 | 769269.031 | 273756.6947 | 495512.3362 |
Total P&L (%) | 650.494 | 603.8506 | 46.6434 | 769.269 | 273.7567 | 495.5123 |
Avg Daily Profit (%) | 0.402 | 0.3732 | 0.0288 | 0.1337 | 0.0815 | 0.1103 |
Buy And Hold Return (%) | 23.1967 | 23.1967 | 23.1967 | 23.1967 | 23.1967 | 23.1967 |
Max Trade Drawdown | -181522 | -148264 | -66934 | -4693957 | -3471779 | -1316387 |
Profit Factor | 2.0828 | 2.9065 | 1.1642 | 1.0795 | 1.0497 | 1.1189 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 45.3333 | 36.8421 | 54.0541 | 45.3333 | 36.8421 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.5116 | 4.9825 | 0.9896 | 1.3017 | 1.7995 | 0.951 |
Largest Winning Trade | 210532 | 210532 | 68855 | 2084589 | 1754263 | 2084589 |
Largest Losing Trade | -48467 | -47882 | -48467 | -2447761 | -2447761 | -992671 |
Avg Bars in Trades | 253 | 250 | 255 | 253 | 250 | 255 |
Avg Bars in Winners | 402 | 445 | 372 | 402 | 445 | 372 |
Avg Bars in Losers | 129 | 137 | 117 | 129 | 137 | 117 |
Bars Traded | 19000 | 9536 | 9464 | 19000 | 9536 | 9464 |
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 | -49367 | 358695 | -202206 | -210257 | -253984 | -136590 |
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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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