Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087034.652 | 1079737.0246 | 7297.6274 | 565587.7549 | 492130.0527 | 73457.7022 |
Total P&L (%) | 1087.0347 | 1079.737 | 7.2976 | 565.5878 | 492.1301 | 73.4577 |
Avg Daily Profit (%) | 0.5999 | 0.5958 | 0.004 | 0.1047 | 0.0982 | 0.0304 |
Buy And Hold Return (%) | 463.6117 | 463.6117 | 463.6117 | 463.6117 | 463.6117 | 463.6117 |
Max Trade Drawdown | -169699 | -158928 | -14405 | -2885228 | -2742500 | -150591 |
Profit Factor | 3.6468 | 3.8947 | 1.1936 | 1.1091 | 1.1023 | 1.1962 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 48.1481 | 42.5 | 53.6585 | 48.1481 | 42.5 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.9274 | 5.2694 | 1.0308 | 1.1944 | 1.4913 | 1.0331 |
Largest Winning Trade | 888458 | 888458 | 5692 | 918115 | 918115 | 147653 |
Largest Losing Trade | -76813 | -76813 | -8007 | -2312847 | -2312847 | -115266 |
Avg Bars in Trades | 238 | 478 | 3 | 238 | 478 | 3 |
Avg Bars in Winners | 176 | 400 | 3 | 176 | 400 | 3 |
Avg Bars in Losers | 295 | 536 | 3 | 295 | 536 | 3 |
Bars Traded | 19291 | 19146 | 145 | 19291 | 19146 | 145 |
Profit Streak | 133.6612 | 0 | 272.5779 | 133.6612 | 0 | 272.5779 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2761 | 389556 | -359392 | -267180 | -319421 | -321402 |
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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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