Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697223.873 | 675355.1912 | 21868.6817 | 720535.5344 | 374550.7511 | 345984.7833 |
Total P&L (%) | 697.2239 | 675.3552 | 21.8687 | 720.5355 | 374.5508 | 345.9848 |
Avg Daily Profit (%) | 0.3744 | 0.3626 | 0.0117 | 0.1131 | 0.0837 | 0.0803 |
Buy And Hold Return (%) | 97.3818 | 97.3818 | 97.3818 | 97.3818 | 97.3818 | 97.3818 |
Max Trade Drawdown | -104245 | -70379 | -106818 | -1001518 | -669377 | -479880 |
Profit Factor | 2.1868 | 3.7503 | 1.064 | 1.2046 | 1.2049 | 1.2043 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 51.8987 | 52.5 | 51.2821 | 51.8987 | 52.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.0268 | 3.3931 | 1.0108 | 1.1165 | 1.0902 | 1.1441 |
Largest Winning Trade | 363346 | 363346 | 77020 | 432132 | 394955 | 432132 |
Largest Losing Trade | -54457 | -28643 | -54457 | -435527 | -435527 | -301789 |
Avg Bars in Trades | 68 | 62 | 74 | 68 | 62 | 74 |
Avg Bars in Winners | 101 | 91 | 112 | 101 | 91 | 112 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 5409 | 2507 | 2902 | 5409 | 2507 | 2902 |
Profit Streak | 0 | 0 | 56.841 | 0 | 0 | 56.841 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17342 | 598152 | -491933 | -73142 | -83775 | -87674 |
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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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