Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390998.7794 | 309172.1245 | 81826.6549 | 447420.7388 | 301045.1379 | 146375.601 |
Total P&L (%) | 390.9988 | 309.1721 | 81.8267 | 447.4207 | 301.0451 | 146.3756 |
Avg Daily Profit (%) | 0.3226 | 0.2551 | 0.0675 | 0.1404 | 0.1147 | 0.0744 |
Buy And Hold Return (%) | 49.0889 | 49.0889 | 49.0889 | 49.0889 | 49.0889 | 49.0889 |
Max Trade Drawdown | -96838 | -67662 | -56436 | -587614 | -573214 | -438117 |
Profit Factor | 1.7878 | 2.1158 | 1.3732 | 1.1607 | 1.2002 | 1.1143 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 45.977 | 43.1818 | 48.8372 | 45.977 | 43.1818 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.1006 | 2.7839 | 1.4386 | 1.3638 | 1.5791 | 1.1674 |
Largest Winning Trade | 137842 | 137842 | 35922 | 488318 | 488318 | 242341 |
Largest Losing Trade | -33581 | -25821 | -33581 | -282953 | -178182 | -282953 |
Avg Bars in Trades | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Winners | 53 | 56 | 51 | 53 | 56 | 51 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 3486 | 1776 | 1709 | 3486 | 1776 | 1709 |
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 | 386189 | 325966 | -111767 | -50758 | -42510 | -191875 |
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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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