Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478481.4133 | 448993.3469 | 29488.0664 | 576524.7688 | 466408.0096 | 110116.7592 |
Total P&L (%) | 478.4814 | 448.9933 | 29.4881 | 576.5248 | 466.408 | 110.1168 |
Avg Daily Profit (%) | 0.3389 | 0.318 | 0.0209 | 0.1355 | 0.1229 | 0.0526 |
Buy And Hold Return (%) | 56.2787 | 56.2787 | 56.2787 | 56.2787 | 56.2787 | 56.2787 |
Max Trade Drawdown | -112311 | -65322 | -149318 | -2061156 | -1339591 | -1590091 |
Profit Factor | 1.9582 | 2.7734 | 1.1198 | 1.1068 | 1.1541 | 1.0464 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 45.4545 | 46.1538 | 44.7368 | 45.4545 | 46.1538 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.3498 | 3.2357 | 1.3833 | 1.3282 | 1.3465 | 1.2926 |
Largest Winning Trade | 190828 | 190828 | 65802 | 977703 | 571426 | 977703 |
Largest Losing Trade | -46299 | -37972 | -46299 | -779701 | -779701 | -589674 |
Avg Bars in Trades | 103 | 84 | 121 | 103 | 84 | 121 |
Avg Bars in Winners | 128 | 93 | 164 | 128 | 93 | 164 |
Avg Bars in Losers | 82 | 76 | 87 | 82 | 76 | 87 |
Bars Traded | 7933 | 3307 | 4626 | 7933 | 3307 | 4626 |
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 | -35517 | 448110 | -421536 | -162802 | -81376 | -301341 |
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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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