Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657382.4675 | 553319.8359 | 104062.6316 | 770265.5105 | 602381.845 | 167883.6655 |
Total P&L (%) | 657.3825 | 553.3198 | 104.0626 | 770.2655 | 602.3818 | 167.8837 |
Avg Daily Profit (%) | 0.263 | 0.2213 | 0.0416 | 0.0866 | 0.078 | 0.0394 |
Buy And Hold Return (%) | 10.0195 | 10.0195 | 10.0195 | 10.0195 | 10.0195 | 10.0195 |
Max Trade Drawdown | -98002 | -76826 | -51863 | -2240015 | -1475557 | -1551597 |
Profit Factor | 2.4503 | 3.5563 | 1.4394 | 1.1051 | 1.1754 | 1.0431 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 54.4304 | 53.8462 | 55 | 54.4304 | 53.8462 | 55 |
Ratio Avg Win / Avg Loss | 2.0514 | 3.0483 | 1.1777 | 0.9252 | 1.0075 | 0.8534 |
Largest Winning Trade | 475240 | 475240 | 39524 | 796186 | 796186 | 629202 |
Largest Losing Trade | -45072 | -42898 | -45072 | -1401878 | -732880 | -1401878 |
Avg Bars in Trades | 59 | 86 | 33 | 59 | 86 | 33 |
Avg Bars in Winners | 77 | 112 | 44 | 77 | 112 | 44 |
Avg Bars in Losers | 37 | 55 | 20 | 37 | 55 | 20 |
Bars Traded | 4712 | 3362 | 1350 | 4712 | 3362 | 1350 |
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 | -17458 | 557116 | -135694 | -214259 | -115497 | -314353 |
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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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