Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874705.6693 | 777185.5423 | 97520.127 | 1093888.9203 | 848949.0291 | 244939.8912 |
Total P&L (%) | 874.7057 | 777.1855 | 97.5201 | 1093.8889 | 848.949 | 244.9399 |
Avg Daily Profit (%) | 0.4815 | 0.4278 | 0.0537 | 0.1366 | 0.124 | 0.0682 |
Buy And Hold Return (%) | 134.1753 | 134.1753 | 134.1753 | 134.1753 | 134.1753 | 134.1753 |
Max Trade Drawdown | -88420 | -89564 | -61676 | -882460 | -349862 | -668439 |
Profit Factor | 2.7521 | 4.2124 | 1.379 | 1.5057 | 1.8017 | 1.2219 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 38.0282 | 31.4286 | 44.4444 | 38.0282 | 31.4286 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.4849 | 9.1906 | 1.7238 | 2.4538 | 3.931 | 1.5273 |
Largest Winning Trade | 475689 | 475689 | 67781 | 562564 | 562564 | 482298 |
Largest Losing Trade | -42098 | -26971 | -42098 | -285459 | -265651 | -285459 |
Avg Bars in Trades | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Winners | 80 | 91 | 73 | 80 | 91 | 73 |
Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
Bars Traded | 3318 | 1670 | 1648 | 3318 | 1670 | 1648 |
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 | -80558 | 329957 | -287487 | -103725 | -31383 | -111387 |
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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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