Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724285.5587 | 687152.6216 | 37132.9371 | 547893.0211 | 639149.1018 | -91256.0808 |
Total P&L (%) | 724.2856 | 687.1526 | 37.1329 | 547.893 | 639.1491 | -91.2561 |
Avg Daily Profit (%) | 0.395 | 0.3747 | 0.0203 | 0.102 | 0.1091 | -0.1328 |
Buy And Hold Return (%) | 192.6803 | 192.6803 | 192.6803 | 192.6803 | 192.6803 | 192.6803 |
Max Trade Drawdown | -183661 | -151975 | -67203 | -669368 | -478562 | -310492 |
Profit Factor | 2.3605 | 3.3214 | 1.1571 | 1.2901 | 1.5892 | 0.8865 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 56.4103 | 58.9744 | 53.8462 | 56.4103 | 58.9744 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.8241 | 2.3106 | 0.9918 | 0.9969 | 1.1056 | 0.7599 |
Largest Winning Trade | 540742 | 540742 | 53787 | 538551 | 538551 | 243008 |
Largest Losing Trade | -54719 | -45475 | -54719 | -322749 | -322749 | -232372 |
Avg Bars in Trades | 91 | 91 | 91 | 91 | 91 | 91 |
Avg Bars in Winners | 104 | 98 | 110 | 104 | 98 | 110 |
Avg Bars in Losers | 74 | 81 | 68 | 74 | 81 | 68 |
Bars Traded | 7127 | 3570 | 3557 | 7127 | 3570 | 3557 |
Profit Streak | 0 | 0 | 76.264 | 0 | 0 | 76.264 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25905 | 520475 | -379875 | -99018 | -46658 | -579700 |
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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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