Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933062.5532 | 842323.2607 | 90739.2925 | 6593677.6821 | 5512482.5845 | 1081195.0976 |
Total P&L (%) | 933.0626 | 842.3233 | 90.7393 | 6593.6777 | 5512.4826 | 1081.1951 |
Avg Daily Profit (%) | 0.5149 | 0.4649 | 0.0501 | 0.2323 | 0.2225 | 0.1364 |
Buy And Hold Return (%) | 536.2056 | 536.2056 | 536.2056 | 536.2056 | 536.2056 | 536.2056 |
Max Trade Drawdown | -80565 | -88848 | -46024 | -5010402 | -3947796 | -3467347 |
Profit Factor | 2.7285 | 4.432 | 1.3082 | 1.2688 | 1.4573 | 1.0867 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.1558 | 44.7368 | 43.5897 | 44.1558 | 44.7368 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.4508 | 5.4748 | 1.693 | 1.6047 | 1.8002 | 1.4063 |
Largest Winning Trade | 257810 | 257810 | 67824 | 3461629 | 3404379 | 3461629 |
Largest Losing Trade | -41697 | -41697 | -39136 | -1954087 | -1954087 | -1658959 |
Avg Bars in Trades | 67 | 60 | 73 | 67 | 60 | 73 |
Avg Bars in Winners | 105 | 86 | 125 | 105 | 86 | 125 |
Avg Bars in Losers | 37 | 40 | 34 | 37 | 40 | 34 |
Bars Traded | 5200 | 2317 | 2883 | 5200 | 2317 | 2883 |
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 | -41236 | 212276 | -293041 | -39232 | 300691 | -144991 |
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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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