Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170039.9272 | 1075610.1319 | 94429.7953 | 2406651.6462 | 677080.4638 | 1729571.1823 |
Total P&L (%) | 1170.0399 | 1075.6101 | 94.4298 | 2406.6516 | 677.0805 | 1729.5712 |
Avg Daily Profit (%) | 0.6217 | 0.5715 | 0.0502 | 0.1713 | 0.109 | 0.1546 |
Buy And Hold Return (%) | 282.4 | 282.4 | 282.4 | 282.4 | 282.4 | 282.4 |
Max Trade Drawdown | -90348 | -83590 | -79713 | -2229134 | -1383151 | -1288762 |
Profit Factor | 3.6741 | 6.1406 | 1.4136 | 1.2912 | 1.1506 | 1.4589 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 50 | 46.1538 | 53.8462 | 50 | 46.1538 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.6741 | 7.1641 | 1.2117 | 1.2912 | 1.3423 | 1.2505 |
Largest Winning Trade | 732129 | 732129 | 60674 | 1296341 | 1296341 | 1016480 |
Largest Losing Trade | -66248 | -23844 | -66248 | -1235380 | -824521 | -1235380 |
Avg Bars in Trades | 70 | 58 | 83 | 70 | 58 | 83 |
Avg Bars in Winners | 97 | 89 | 104 | 97 | 89 | 104 |
Avg Bars in Losers | 44 | 31 | 59 | 44 | 31 | 59 |
Bars Traded | 5531 | 2269 | 3262 | 5531 | 2269 | 3262 |
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 | -22407 | 571470 | -290386 | -30955 | -107660 | 311030 |
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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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