Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850938.8338 | 763965.3502 | 86973.4836 | 5820337.19 | 1280261.2793 | 4540075.9107 |
Total P&L (%) | 850.9388 | 763.9654 | 86.9735 | 5820.3372 | 1280.2613 | 4540.0759 |
Avg Daily Profit (%) | 0.3773 | 0.3387 | 0.0386 | 0.1811 | 0.1164 | 0.1703 |
Buy And Hold Return (%) | 521.8376 | 521.8376 | 521.8376 | 521.8376 | 521.8376 | 521.8376 |
Max Trade Drawdown | -94836 | -105346 | -119086 | -1956808 | -1929133 | -459280 |
Profit Factor | 2.737 | 4.3077 | 1.3359 | 1.8392 | 1.2697 | 3.0742 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 50.6173 | 56.0976 | 45 | 50.6173 | 56.0976 | 45 |
Ratio Avg Win / Avg Loss | 2.6702 | 3.3712 | 1.6328 | 1.7943 | 0.9937 | 3.7574 |
Largest Winning Trade | 312825 | 312825 | 57152 | 2653307 | 1610413 | 2653307 |
Largest Losing Trade | -49859 | -37374 | -49859 | -1417747 | -1417747 | -449313 |
Avg Bars in Trades | 52 | 69 | 34 | 52 | 69 | 34 |
Avg Bars in Winners | 62 | 65 | 58 | 62 | 65 | 58 |
Avg Bars in Losers | 41 | 74 | 14 | 41 | 74 | 14 |
Bars Traded | 4225 | 2860 | 1365 | 4225 | 2860 | 1365 |
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 | -10773 | -4088 | -307671 | -4831 | -41939 | 422666 |
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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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