Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 860223.0057 | 791670.5294 | 68552.4763 | 2621162.5686 | 2616561.6459 | 4600.9227 |
Total P&L (%) | 860.223 | 791.6705 | 68.5525 | 2621.1626 | 2616.5616 | 4.6009 |
Avg Daily Profit (%) | 0.4715 | 0.4339 | 0.0376 | 0.1812 | 0.1811 | 0.0025 |
Buy And Hold Return (%) | 775.9807 | 775.9807 | 775.9807 | 775.9807 | 775.9807 | 775.9807 |
Max Trade Drawdown | -90344 | -104728 | -95857 | -1319269 | -748228 | -1285084 |
Profit Factor | 2.5629 | 4.5632 | 1.2089 | 1.5313 | 2.3434 | 1.0015 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.0548 | 52.7778 | 51.3514 | 52.0548 | 52.7778 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.3605 | 4.0829 | 1.1452 | 1.4104 | 2.0967 | 0.9488 |
Largest Winning Trade | 229749 | 229749 | 67005 | 1048993 | 1048993 | 545764 |
Largest Losing Trade | -71341 | -47912 | -71341 | -1091185 | -390738 | -1091185 |
Avg Bars in Trades | 46 | 44 | 49 | 46 | 44 | 49 |
Avg Bars in Winners | 64 | 54 | 75 | 64 | 54 | 75 |
Avg Bars in Losers | 27 | 32 | 22 | 27 | 32 | 22 |
Bars Traded | 3429 | 1591 | 1838 | 3429 | 1591 | 1838 |
Profit Streak | 0 | 167.8872 | 0 | 0 | 167.8872 | 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 | -192769 | -140650 | -308779 | -69411 | 391833 | -575615 |
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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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