Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467506.5743 | 420895.7461 | 46610.8281 | 1171414.8598 | 1122859.115 | 48555.7448 |
Total P&L (%) | 467.5066 | 420.8957 | 46.6108 | 1171.4149 | 1122.8591 | 48.5557 |
Avg Daily Profit (%) | 0.5323 | 0.4792 | 0.0531 | 0.2899 | 0.2855 | 0.0451 |
Buy And Hold Return (%) | 302.2178 | 302.2178 | 302.2178 | 302.2178 | 302.2178 | 302.2178 |
Max Trade Drawdown | -97543 | -51528 | -61718 | -441878 | -261995 | -210737 |
Profit Factor | 3.2675 | 5.0893 | 1.4514 | 2.1324 | 3.0783 | 1.0983 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 43.038 | 42.5 | 43.5897 | 43.038 | 42.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 4.3246 | 6.8856 | 1.8783 | 2.8223 | 4.1647 | 1.4213 |
Largest Winning Trade | 218987 | 218987 | 39217 | 600756 | 600756 | 371725 |
Largest Losing Trade | -19717 | -11523 | -19717 | -165589 | -165589 | -130682 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 60 | 62 | 57 | 60 | 62 | 57 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 2389 | 1212 | 1177 | 2389 | 1212 | 1177 |
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 | -27187 | -28628 | -288178 | -23455 | 334282 | -413396 |
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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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