Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844498.0314 | 797224.8785 | 47273.1528 | 2925217.3972 | 2768041.9438 | 157175.4533 |
Total P&L (%) | 844.498 | 797.2249 | 47.2732 | 2925.2174 | 2768.0419 | 157.1755 |
Avg Daily Profit (%) | 0.4661 | 0.44 | 0.0261 | 0.1883 | 0.1854 | 0.0521 |
Buy And Hold Return (%) | 473.3268 | 473.3268 | 473.3268 | 473.3268 | 473.3268 | 473.3268 |
Max Trade Drawdown | -127220 | -67664 | -79168 | -1431294 | -1315179 | -1649343 |
Profit Factor | 2.4612 | 4.1888 | 1.1442 | 1.4163 | 1.8624 | 1.0412 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 46.5753 | 47.2222 | 45.9459 | 46.5753 | 47.2222 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.8232 | 4.6816 | 1.3461 | 1.6246 | 2.0815 | 1.2249 |
Largest Winning Trade | 246574 | 246574 | 68325 | 1499445 | 1499445 | 1108849 |
Largest Losing Trade | -45064 | -30687 | -45064 | -792433 | -676319 | -792433 |
Avg Bars in Trades | 95 | 69 | 120 | 95 | 69 | 120 |
Avg Bars in Winners | 144 | 83 | 206 | 144 | 83 | 206 |
Avg Bars in Losers | 51 | 56 | 47 | 51 | 56 | 47 |
Bars Traded | 6956 | 2504 | 4452 | 6956 | 2504 | 4452 |
Profit Streak | 0 | 158.261 | 0 | 0 | 158.261 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70935 | 294400 | -387326 | -68312 | 380234 | -465861 |
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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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