Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841310.7027 | 767764.7338 | 73545.9689 | 4012075.0269 | 3366984.4649 | 645090.562 |
Total P&L (%) | 841.3107 | 767.7647 | 73.546 | 4012.075 | 3366.9845 | 645.0906 |
Avg Daily Profit (%) | 0.3365 | 0.3071 | 0.0294 | 0.1488 | 0.1419 | 0.0804 |
Buy And Hold Return (%) | 750.0937 | 750.0937 | 750.0937 | 750.0937 | 750.0937 | 750.0937 |
Max Trade Drawdown | -89078 | -69345 | -82507 | -1444134 | -851780 | -592353 |
Profit Factor | 2.8225 | 3.4473 | 1.4972 | 2.6182 | 3.0655 | 1.7596 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Losing Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Profitability (%) | 47.1264 | 55.814 | 38.6364 | 47.1264 | 55.814 | 38.6364 |
Ratio Avg Win / Avg Loss | 3.1667 | 2.7291 | 2.3779 | 2.9374 | 2.4268 | 2.7946 |
Largest Winning Trade | 339625 | 339625 | 29122 | 1689453 | 1689453 | 490612 |
Largest Losing Trade | -60078 | -60078 | -22552 | -851780 | -851780 | -363508 |
Avg Bars in Trades | 167 | 297 | 40 | 167 | 297 | 40 |
Avg Bars in Winners | 190 | 291 | 48 | 190 | 291 | 48 |
Avg Bars in Losers | 146 | 304 | 34 | 146 | 304 | 34 |
Bars Traded | 14550 | 12782 | 1768 | 14550 | 12782 | 1768 |
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 | -114237 | -142097 | -321318 | 323720 | 62768 | -252030 |
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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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