Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334302.3281 | 1256246.9726 | 78055.3555 | 1139372.3243 | 878840.402 | 260531.9223 |
Total P&L (%) | 1334.3023 | 1256.247 | 78.0554 | 1139.3723 | 878.8404 | 260.5319 |
Avg Daily Profit (%) | 0.7204 | 0.6782 | 0.0421 | 0.136 | 0.1232 | 0.0693 |
Buy And Hold Return (%) | 34.9054 | 34.9054 | 34.9054 | 34.9054 | 34.9054 | 34.9054 |
Max Trade Drawdown | -83340 | -62061 | -72067 | -942924 | -635778 | -570844 |
Profit Factor | 3.6054 | 6.7677 | 1.2652 | 1.2257 | 1.3865 | 1.0939 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 53.1646 | 50 | 56.4103 | 53.1646 | 50 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.1762 | 6.7677 | 0.9777 | 1.0798 | 1.3865 | 0.8453 |
Largest Winning Trade | 1134776 | 1134776 | 69435 | 1086639 | 1086639 | 478866 |
Largest Losing Trade | -44254 | -44254 | -40733 | -529690 | -390950 | -529690 |
Avg Bars in Trades | 89 | 76 | 102 | 89 | 76 | 102 |
Avg Bars in Winners | 111 | 100 | 121 | 111 | 100 | 121 |
Avg Bars in Losers | 64 | 53 | 77 | 64 | 53 | 77 |
Bars Traded | 7063 | 3072 | 3992 | 7063 | 3072 | 3992 |
Profit Streak | 0 | 0 | 69.086 | 0 | 0 | 69.086 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11609 | 744538 | -141907 | -42305 | -27436 | -217559 |
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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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