Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971786.9691 | 928182.8503 | 43604.1188 | 2091724.7605 | 710202.8926 | 1381521.8679 |
Total P&L (%) | 971.787 | 928.1829 | 43.6041 | 2091.7248 | 710.2029 | 1381.5219 |
Avg Daily Profit (%) | 0.4115 | 0.393 | 0.0185 | 0.1308 | 0.0886 | 0.1142 |
Buy And Hold Return (%) | 460.7477 | 460.7477 | 460.7477 | 460.7477 | 460.7477 | 460.7477 |
Max Trade Drawdown | -122429 | -140482 | -73480 | -1935648 | -2347279 | -1048223 |
Profit Factor | 2.7633 | 4.285 | 1.1624 | 1.3269 | 1.1865 | 1.5335 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 46.2687 | 48.4848 | 44.1176 | 46.2687 | 48.4848 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.209 | 4.5529 | 1.4723 | 1.541 | 1.2606 | 1.9424 |
Largest Winning Trade | 357099 | 357099 | 56450 | 1669247 | 1669247 | 921687 |
Largest Losing Trade | -42458 | -42458 | -41291 | -748014 | -714065 | -748014 |
Avg Bars in Trades | 101 | 98 | 105 | 101 | 98 | 105 |
Avg Bars in Winners | 130 | 123 | 137 | 130 | 123 | 137 |
Avg Bars in Losers | 77 | 74 | 79 | 77 | 74 | 79 |
Bars Traded | 6825 | 3254 | 3571 | 6825 | 3254 | 3571 |
Profit Streak | 0 | 109.0354 | 0 | 0 | 109.0354 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113771 | 378355 | -378213 | -141087 | -99227 | -42909 |
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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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