Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811121.2473 | 779434.8424 | 31686.4049 | 1927405.9284 | 965486.6855 | 961919.2429 |
Total P&L (%) | 811.1212 | 779.4348 | 31.6864 | 1927.4059 | 965.4867 | 961.9192 |
Avg Daily Profit (%) | 0.3582 | 0.3442 | 0.014 | 0.133 | 0.1045 | 0.1044 |
Buy And Hold Return (%) | 152.0979 | 152.0979 | 152.0979 | 152.0979 | 152.0979 | 152.0979 |
Max Trade Drawdown | -101618 | -110089 | -29035 | -10892199 | -11696033 | -1860406 |
Profit Factor | 2.5552 | 2.7504 | 1.4154 | 1.0554 | 1.0304 | 1.3174 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 58.5859 | 53.0612 | 64 | 58.5859 | 53.0612 | 64 |
Ratio Avg Win / Avg Loss | 1.8062 | 2.4331 | 0.7962 | 0.7461 | 0.9115 | 0.741 |
Largest Winning Trade | 323532 | 323532 | 9971 | 7261855 | 7261855 | 734073 |
Largest Losing Trade | -55162 | -55162 | -23469 | -6458880 | -6458880 | -791078 |
Avg Bars in Trades | 60 | 119 | 1 | 60 | 119 | 1 |
Avg Bars in Winners | 35 | 76 | 1 | 35 | 76 | 1 |
Avg Bars in Losers | 95 | 168 | 1 | 95 | 168 | 1 |
Bars Traded | 5965 | 5878 | 87 | 5965 | 5878 | 87 |
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 | 522949 | 495401 | -518768 | -174976 | -241715 | -233104 |
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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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