Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963834.8654 | 908854.7056 | 54980.1598 | 1056766.0263 | 738093.6076 | 318672.4187 |
Total P&L (%) | 963.8349 | 908.8547 | 54.9802 | 1056.766 | 738.0936 | 318.6724 |
Avg Daily Profit (%) | 0.5256 | 0.4956 | 0.03 | 0.1336 | 0.116 | 0.0781 |
Buy And Hold Return (%) | 145.2728 | 145.2728 | 145.2728 | 145.2728 | 145.2728 | 145.2728 |
Max Trade Drawdown | -111085 | -76245 | -65497 | -939482 | -627499 | -676141 |
Profit Factor | 3.3429 | 5.7865 | 1.2482 | 1.3166 | 1.4743 | 1.1788 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 34.1772 | 32.5 | 35.8974 | 34.1772 | 32.5 | 35.8974 |
Ratio Avg Win / Avg Loss | 6.4382 | 12.0181 | 2.2289 | 2.5356 | 3.062 | 2.1051 |
Largest Winning Trade | 825520 | 825520 | 47653 | 556316 | 556316 | 419239 |
Largest Losing Trade | -34317 | -28020 | -34317 | -392878 | -249080 | -392878 |
Avg Bars in Trades | 134 | 127 | 141 | 134 | 127 | 141 |
Avg Bars in Winners | 290 | 257 | 319 | 290 | 257 | 319 |
Avg Bars in Losers | 53 | 64 | 42 | 53 | 64 | 42 |
Bars Traded | 10618 | 5083 | 5535 | 10618 | 5083 | 5535 |
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 | -20461 | 419872 | -323190 | -50385 | -43510 | -122406 |
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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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