Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864686.4336 | 775588.7485 | 89097.6851 | 1989798.6213 | 753701.1258 | 1236097.4955 |
Total P&L (%) | 864.6864 | 775.5887 | 89.0977 | 1989.7986 | 753.7011 | 1236.0975 |
Avg Daily Profit (%) | 0.4612 | 0.4137 | 0.0475 | 0.1623 | 0.1144 | 0.1384 |
Buy And Hold Return (%) | 209.2955 | 209.2955 | 209.2955 | 209.2955 | 209.2955 | 209.2955 |
Max Trade Drawdown | -89941 | -55155 | -87009 | -1120723 | -864599 | -579038 |
Profit Factor | 2.6516 | 3.735 | 1.3713 | 1.3895 | 1.251 | 1.5872 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 42.1687 | 35.7143 | 48.7805 | 42.1687 | 35.7143 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.6365 | 6.723 | 1.4399 | 1.9056 | 2.2517 | 1.6665 |
Largest Winning Trade | 373258 | 373258 | 60212 | 739808 | 739808 | 591428 |
Largest Losing Trade | -40456 | -28940 | -40456 | -401466 | -241473 | -401466 |
Avg Bars in Trades | 267 | 217 | 319 | 267 | 217 | 319 |
Avg Bars in Winners | 478 | 405 | 533 | 478 | 405 | 533 |
Avg Bars in Losers | 113 | 112 | 115 | 113 | 112 | 115 |
Bars Traded | 22212 | 9114 | 13097 | 22212 | 9114 | 13097 |
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 | 320389 | 314478 | -295136 | 184827 | -46984 | -6111 |
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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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