Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598054.5399 | 528325.5424 | 69728.9975 | 1207521.1607 | 1233414.2899 | -25893.1293 |
Total P&L (%) | 598.0545 | 528.3255 | 69.729 | 1207.5212 | 1233.4143 | -25.8931 |
Avg Daily Profit (%) | 0.4234 | 0.374 | 0.0494 | 0.1822 | 0.1836 | -0.0212 |
Buy And Hold Return (%) | 72.4303 | 72.4303 | 72.4303 | 72.4303 | 72.4303 | 72.4303 |
Max Trade Drawdown | -114029 | -51344 | -107168 | -1322238 | -704764 | -1021861 |
Profit Factor | 2.3411 | 3.2652 | 1.3278 | 1.3239 | 1.5925 | 0.9843 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.0548 | 54.0541 | 50 | 52.0548 | 54.0541 | 50 |
Ratio Avg Win / Avg Loss | 2.1563 | 2.7754 | 1.3278 | 1.2194 | 1.3536 | 0.9843 |
Largest Winning Trade | 188071 | 188071 | 60934 | 1034728 | 1034728 | 315587 |
Largest Losing Trade | -37746 | -36368 | -37746 | -438594 | -438594 | -282492 |
Avg Bars in Trades | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Winners | 45 | 47 | 44 | 45 | 47 | 44 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 2650 | 1373 | 1277 | 2650 | 1373 | 1277 |
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 | -61605 | 586728 | -292511 | -67895 | 370788 | -580780 |
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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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