Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979374.9343 | 903474.8818 | 75900.0524 | 4496643.9779 | 3954505.7949 | 542138.183 |
Total P&L (%) | 979.3749 | 903.4749 | 75.9001 | 4496.644 | 3954.5058 | 542.1382 |
Avg Daily Profit (%) | 0.4477 | 0.413 | 0.0347 | 0.1752 | 0.1694 | 0.0851 |
Buy And Hold Return (%) | 564.3195 | 564.3195 | 564.3195 | 564.3195 | 564.3195 | 564.3195 |
Max Trade Drawdown | -129002 | -71401 | -124807 | -1016732 | -1061520 | -504439 |
Profit Factor | 2.9551 | 4.4734 | 1.3152 | 2.3762 | 3.0557 | 1.4034 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 42.3077 | 38.4615 | 46.1538 | 42.3077 | 38.4615 | 46.1538 |
Ratio Avg Win / Avg Loss | 4.0297 | 7.1574 | 1.5344 | 3.2402 | 4.889 | 1.6373 |
Largest Winning Trade | 403188 | 403188 | 68024 | 2897877 | 2897877 | 460577 |
Largest Losing Trade | -44364 | -32861 | -44364 | -651012 | -651012 | -231138 |
Avg Bars in Trades | 164 | 144 | 184 | 164 | 144 | 184 |
Avg Bars in Winners | 294 | 271 | 313 | 294 | 271 | 313 |
Avg Bars in Losers | 69 | 65 | 73 | 69 | 65 | 73 |
Bars Traded | 12839 | 5642 | 7197 | 12839 | 5642 | 7197 |
Profit Streak | 0 | 197.8793 | 0 | 0 | 197.8793 | 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 | -34622 | 152215 | -312504 | -29417 | 364441 | -244408 |
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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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