Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985860.6588 | 893853.0069 | 92007.6519 | 5147311.8347 | 4623778.0883 | 523533.7464 |
Total P&L (%) | 985.8607 | 893.853 | 92.0077 | 5147.3118 | 4623.7781 | 523.5337 |
Avg Daily Profit (%) | 0.54 | 0.4896 | 0.0504 | 0.2172 | 0.2114 | 0.1003 |
Buy And Hold Return (%) | 789.7646 | 789.7646 | 789.7646 | 789.7646 | 789.7646 | 789.7646 |
Max Trade Drawdown | -79881 | -72592 | -89529 | -2292960 | -1887436 | -2604582 |
Profit Factor | 2.7003 | 4.7086 | 1.2716 | 1.392 | 1.8431 | 1.0685 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 49.3333 | 48.6486 | 50 | 49.3333 | 48.6486 | 50 |
Ratio Avg Win / Avg Loss | 2.7733 | 4.9702 | 1.2716 | 1.4297 | 1.9455 | 1.0685 |
Largest Winning Trade | 322431 | 322431 | 63530 | 1794028 | 1794028 | 1594466 |
Largest Losing Trade | -53580 | -46420 | -53580 | -1898851 | -1342221 | -1898851 |
Avg Bars in Trades | 68 | 61 | 75 | 68 | 61 | 75 |
Avg Bars in Winners | 93 | 71 | 114 | 93 | 71 | 114 |
Avg Bars in Losers | 44 | 52 | 37 | 44 | 52 | 37 |
Bars Traded | 5173 | 2290 | 2883 | 5173 | 2290 | 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 | -133971 | -107200 | -291464 | -53027 | 372562 | -369623 |
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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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