Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951733.2791 | 890903.1062 | 60830.1729 | 3460117.1672 | 3209168.992 | 250948.1752 |
Total P&L (%) | 951.7333 | 890.9031 | 60.8302 | 3460.1172 | 3209.169 | 250.9482 |
Avg Daily Profit (%) | 0.5215 | 0.4882 | 0.0333 | 0.1959 | 0.1919 | 0.0688 |
Buy And Hold Return (%) | 764.204 | 764.204 | 764.204 | 764.204 | 764.204 | 764.204 |
Max Trade Drawdown | -102718 | -62334 | -53947 | -1607081 | -1429152 | -1428474 |
Profit Factor | 3.7272 | 6.5025 | 1.3252 | 1.4457 | 1.8518 | 1.0628 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 46.3415 | 48.7805 | 43.9024 | 46.3415 | 48.7805 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.3157 | 6.8276 | 1.6933 | 1.6739 | 1.9444 | 1.358 |
Largest Winning Trade | 396167 | 396167 | 79771 | 3184448 | 3184448 | 1088591 |
Largest Losing Trade | -28437 | -19980 | -28437 | -570427 | -397194 | -570427 |
Avg Bars in Trades | 83 | 69 | 98 | 83 | 69 | 98 |
Avg Bars in Winners | 143 | 99 | 193 | 143 | 99 | 193 |
Avg Bars in Losers | 31 | 40 | 23 | 31 | 40 | 23 |
Bars Traded | 6868 | 2836 | 4032 | 6868 | 2836 | 4032 |
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 | -81986 | -95607 | -315128 | -1865 | 323983 | -420621 |
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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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