Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018340.0495 | 967166.3023 | 51173.7471 | 873951.6635 | 684846.8481 | 189104.8154 |
Total P&L (%) | 1018.34 | 967.1663 | 51.1737 | 873.9517 | 684.8468 | 189.1048 |
Avg Daily Profit (%) | 0.5517 | 0.524 | 0.0277 | 0.1234 | 0.1117 | 0.0575 |
Buy And Hold Return (%) | 215.8821 | 215.8821 | 215.8821 | 215.8821 | 215.8821 | 215.8821 |
Max Trade Drawdown | -114234 | -74962 | -62200 | -432022 | -300677 | -325237 |
Profit Factor | 3.0093 | 5.0108 | 1.1926 | 1.3951 | 1.5747 | 1.1853 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 50 | 47.3684 | 52.6316 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.0093 | 5.5676 | 1.0734 | 1.3951 | 1.7497 | 1.0668 |
Largest Winning Trade | 834924 | 834924 | 53961 | 315770 | 315770 | 232357 |
Largest Losing Trade | -63326 | -28932 | -63326 | -200487 | -200487 | -166366 |
Avg Bars in Trades | 70 | 65 | 75 | 70 | 65 | 75 |
Avg Bars in Winners | 104 | 95 | 112 | 104 | 95 | 112 |
Avg Bars in Losers | 36 | 39 | 34 | 36 | 39 | 34 |
Bars Traded | 5360 | 2502 | 2858 | 5360 | 2502 | 2858 |
Profit Streak | 0 | 0 | 56.8123 | 0 | 0 | 56.8123 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38570 | 568950 | -329355 | -83145 | -44561 | -297658 |
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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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