Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971689.2063 | 798250.7157 | 173438.4905 | 6476724.7595 | 5345271.5878 | 1131453.1718 |
Total P&L (%) | 971.6892 | 798.2507 | 173.4385 | 6476.7248 | 5345.2716 | 1131.4532 |
Avg Daily Profit (%) | 0.5354 | 0.4398 | 0.0956 | 0.2309 | 0.2205 | 0.1384 |
Buy And Hold Return (%) | 354.2924 | 354.2924 | 354.2924 | 354.2924 | 354.2924 | 354.2924 |
Max Trade Drawdown | -93176 | -51129 | -49640 | -4220076 | -1368007 | -3145444 |
Profit Factor | 3.8257 | 5.7862 | 1.9793 | 1.6824 | 2.4098 | 1.1985 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.029 | 41.1765 | 42.8571 | 42.029 | 41.1765 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.2768 | 8.266 | 2.6391 | 2.3206 | 3.4426 | 1.598 |
Largest Winning Trade | 435428 | 435428 | 77038 | 3553933 | 3140140 | 3553933 |
Largest Losing Trade | -29098 | -18592 | -29098 | -1107377 | -1107377 | -917388 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 78 | 79 | 77 | 78 | 79 | 77 |
Avg Bars in Losers | 25 | 23 | 26 | 25 | 23 | 26 |
Bars Traded | 3285 | 1582 | 1703 | 3285 | 1582 | 1703 |
Profit Streak | 0 | 39.4952 | 0 | 0 | 39.4952 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94879 | 372809 | -230200 | -97888 | 356486 | -14571 |
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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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