Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464487.0376 | 371053.2877 | 93433.7499 | 3203277.1966 | 2720235.0386 | 483042.158 |
Total P&L (%) | 464.487 | 371.0533 | 93.4338 | 3203.2772 | 2720.235 | 483.0422 |
Avg Daily Profit (%) | 0.5307 | 0.4239 | 0.1068 | 0.4004 | 0.3823 | 0.2016 |
Buy And Hold Return (%) | 333.1769 | 333.1769 | 333.1769 | 333.1769 | 333.1769 | 333.1769 |
Max Trade Drawdown | -30804 | -17836 | -22060 | -1244753 | -465240 | -797644 |
Profit Factor | 4.1826 | 6.5396 | 2.1832 | 2.0297 | 2.6866 | 1.3225 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 56.5217 | 60 | 52.9412 | 56.5217 | 60 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.2174 | 4.3598 | 1.9407 | 1.5613 | 1.7911 | 1.1755 |
Largest Winning Trade | 115683 | 115683 | 28992 | 1745541 | 1745541 | 448710 |
Largest Losing Trade | -12849 | -12199 | -12849 | -477480 | -427012 | -477480 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 63 | 61 | 66 | 63 | 61 | 66 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 3182 | 1610 | 1572 | 3182 | 1610 | 1572 |
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 | -130675 | -111059 | -211731 | -91546 | 576268 | -17617 |
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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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