Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576082.9952 | 412362.0904 | 163720.9047 | 2720301.8873 | 878854.9597 | 1841446.9276 |
Total P&L (%) | 576.083 | 412.3621 | 163.7209 | 2720.3019 | 878.855 | 1841.4469 |
Avg Daily Profit (%) | 0.3076 | 0.2202 | 0.0874 | 0.1785 | 0.1219 | 0.1585 |
Buy And Hold Return (%) | 11.0637 | 11.0637 | 11.0637 | 11.0637 | 11.0637 | 11.0637 |
Max Trade Drawdown | -59196 | -79231 | -34771 | -2520370 | -1542169 | -1449780 |
Profit Factor | 2.7298 | 2.9813 | 2.3107 | 1.4444 | 1.2306 | 1.797 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 60.2941 | 55.8824 | 64.7059 | 60.2941 | 55.8824 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.7977 | 2.3537 | 1.2604 | 0.9512 | 0.9715 | 0.9802 |
Largest Winning Trade | 236474 | 236474 | 32138 | 1473059 | 1473059 | 959866 |
Largest Losing Trade | -30378 | -30378 | -21898 | -1035746 | -816751 | -1035746 |
Avg Bars in Trades | 103 | 118 | 89 | 103 | 118 | 89 |
Avg Bars in Winners | 113 | 129 | 99 | 113 | 129 | 99 |
Avg Bars in Losers | 89 | 105 | 70 | 89 | 105 | 70 |
Bars Traded | 7071 | 4035 | 3036 | 7071 | 4035 | 3036 |
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 | -97999 | 512375 | -71080 | -105012 | -31159 | 367296 |
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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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