Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951859.1074 | 868155.7181 | 83703.3893 | 3669085.4158 | 3090202.0963 | 578883.3195 |
Total P&L (%) | 951.8591 | 868.1557 | 83.7034 | 3669.0854 | 3090.2021 | 578.8833 |
Avg Daily Profit (%) | 0.5242 | 0.4781 | 0.0461 | 0.2001 | 0.1909 | 0.1055 |
Buy And Hold Return (%) | 654.3323 | 654.3323 | 654.3323 | 654.3323 | 654.3323 | 654.3323 |
Max Trade Drawdown | -93185 | -90969 | -71019 | -1648757 | -1658281 | -1153775 |
Profit Factor | 2.7226 | 4.9194 | 1.2528 | 1.4331 | 1.8176 | 1.1234 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 53.7313 | 51.5152 | 55.8824 | 53.7313 | 51.5152 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.3445 | 4.63 | 0.9891 | 1.234 | 1.7107 | 0.8869 |
Largest Winning Trade | 306805 | 306805 | 58921 | 1201131 | 1200794 | 1201131 |
Largest Losing Trade | -58215 | -56482 | -58215 | -1226498 | -1226498 | -1029921 |
Avg Bars in Trades | 77 | 69 | 85 | 77 | 69 | 85 |
Avg Bars in Winners | 100 | 79 | 119 | 100 | 79 | 119 |
Avg Bars in Losers | 51 | 58 | 43 | 51 | 58 | 43 |
Bars Traded | 5205 | 2291 | 2914 | 5205 | 2291 | 2914 |
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 | -128827 | -45790 | -298253 | -112509 | 359986 | -303217 |
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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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