Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743806.7825 | 728425.4664 | 15381.3161 | 446174.1297 | 963252.6809 | -517078.5512 |
Total P&L (%) | 743.8068 | 728.4255 | 15.3813 | 446.1741 | 963.2527 | -517.0786 |
Avg Daily Profit (%) | 0.4051 | 0.3967 | 0.0084 | 0.0925 | 0.1288 | 0 |
Buy And Hold Return (%) | 127.2008 | 127.2008 | 127.2008 | 127.2008 | 127.2008 | 127.2008 |
Max Trade Drawdown | -92925 | -75695 | -81087 | -1257871 | -576103 | -938144 |
Profit Factor | 2.3599 | 3.9094 | 1.0519 | 1.0931 | 1.4754 | 0.813 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 42.8571 | 38.4615 | 47.3684 | 42.8571 | 38.4615 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.1465 | 6.255 | 1.1687 | 1.4575 | 2.3606 | 0.9033 |
Largest Winning Trade | 615234 | 615234 | 58443 | 825354 | 825354 | 574455 |
Largest Losing Trade | -33210 | -22540 | -33210 | -447845 | -240586 | -447845 |
Avg Bars in Trades | 68 | 63 | 73 | 68 | 63 | 73 |
Avg Bars in Winners | 110 | 109 | 110 | 110 | 109 | 110 |
Avg Bars in Losers | 36 | 34 | 39 | 36 | 34 | 39 |
Bars Traded | 5249 | 2464 | 2785 | 5249 | 2464 | 2785 |
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 | -35538 | 410363 | -511903 | -239266 | -22806 | -581788 |
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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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