Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825066.1393 | 759422.8029 | 65643.3364 | 1764671.9403 | 1260888.2098 | 503783.7305 |
Total P&L (%) | 825.0661 | 759.4228 | 65.6433 | 1764.6719 | 1260.8882 | 503.7837 |
Avg Daily Profit (%) | 0.3298 | 0.3035 | 0.0262 | 0.117 | 0.1044 | 0.0719 |
Buy And Hold Return (%) | 290.2823 | 290.2823 | 290.2823 | 290.2823 | 290.2823 | 290.2823 |
Max Trade Drawdown | -67323 | -47559 | -50214 | -1197418 | -912207 | -648128 |
Profit Factor | 2.9643 | 4.8785 | 1.2928 | 1.3717 | 1.514 | 1.2195 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.9643 | 5.1834 | 1.2167 | 1.3717 | 1.6086 | 1.1478 |
Largest Winning Trade | 563837 | 563837 | 41109 | 1057915 | 1057915 | 624680 |
Largest Losing Trade | -41248 | -25172 | -41248 | -499267 | -497965 | -499267 |
Avg Bars in Trades | 73 | 63 | 83 | 73 | 63 | 83 |
Avg Bars in Winners | 104 | 92 | 116 | 104 | 92 | 116 |
Avg Bars in Losers | 42 | 36 | 48 | 42 | 36 | 48 |
Bars Traded | 4849 | 2104 | 2745 | 4849 | 2104 | 2745 |
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 | -116943 | 452236 | -323391 | -164978 | -53217 | -105424 |
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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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