Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770889.9343 | 705187.5954 | 65702.3389 | 4042794.2093 | 3785641.2413 | 257152.9681 |
Total P&L (%) | 770.8899 | 705.1876 | 65.7023 | 4042.7942 | 3785.6412 | 257.153 |
Avg Daily Profit (%) | 0.3083 | 0.282 | 0.0263 | 0.149 | 0.1465 | 0.0509 |
Buy And Hold Return (%) | 741.9043 | 741.9043 | 741.9043 | 741.9043 | 741.9043 | 741.9043 |
Max Trade Drawdown | -89407 | -80263 | -28490 | -988358 | -911030 | -287266 |
Profit Factor | 3.1396 | 3.7162 | 1.6526 | 2.4662 | 3.0965 | 1.2703 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 54.2373 | 52.5424 | 55.9322 | 54.2373 | 52.5424 | 55.9322 |
Ratio Avg Win / Avg Loss | 2.649 | 3.3566 | 1.302 | 2.0809 | 2.7968 | 1.0008 |
Largest Winning Trade | 339217 | 339217 | 21439 | 1778881 | 1778881 | 387211 |
Largest Losing Trade | -63921 | -63921 | -20397 | -644237 | -644237 | -287266 |
Avg Bars in Trades | 41 | 74 | 7 | 41 | 74 | 7 |
Avg Bars in Winners | 30 | 53 | 9 | 30 | 53 | 9 |
Avg Bars in Losers | 53 | 97 | 6 | 53 | 97 | 6 |
Bars Traded | 4870 | 4402 | 468 | 4870 | 4402 | 468 |
Profit Streak | 0 | 102.9149 | 0 | 0 | 102.9149 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137797 | -325975 | -497164 | 390877 | -168231 | -466418 |
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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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