Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772712.9009 | 706686.8532 | 66026.0478 | 870283.9774 | 575090.6436 | 295193.3338 |
Total P&L (%) | 772.7129 | 706.6869 | 66.026 | 870.284 | 575.0906 | 295.1933 |
Avg Daily Profit (%) | 0.309 | 0.2826 | 0.0264 | 0.0909 | 0.0764 | 0.055 |
Buy And Hold Return (%) | 199.6331 | 199.6331 | 199.6331 | 199.6331 | 199.6331 | 199.6331 |
Max Trade Drawdown | -117708 | -103542 | -66898 | -737515 | -617175 | -251953 |
Profit Factor | 2.6474 | 3.4554 | 1.3643 | 1.5072 | 1.4921 | 1.5393 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 56.5217 | 50 | 62.8571 | 56.5217 | 50 | 62.8571 |
Ratio Avg Win / Avg Loss | 2.0365 | 3.4554 | 0.8062 | 1.1594 | 1.4921 | 0.9096 |
Largest Winning Trade | 472898 | 472898 | 31548 | 636898 | 636898 | 203975 |
Largest Losing Trade | -66898 | -40141 | -66898 | -338509 | -338509 | -251953 |
Avg Bars in Trades | 202 | 334 | 73 | 202 | 334 | 73 |
Avg Bars in Winners | 137 | 240 | 58 | 137 | 240 | 58 |
Avg Bars in Losers | 286 | 429 | 100 | 286 | 429 | 100 |
Bars Traded | 13960 | 11383 | 2577 | 13960 | 11383 | 2577 |
Profit Streak | 126.6948 | 150.5281 | 126.6948 | 126.6948 | 150.5281 | 126.6948 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92513 | 478030 | -322343 | -175911 | -91924 | -134262 |
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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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