Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737331.7247 | 678275.4248 | 59056.2999 | 1328900.4754 | 1181130.7194 | 147769.756 |
Total P&L (%) | 737.3317 | 678.2754 | 59.0563 | 1328.9005 | 1181.1307 | 147.7698 |
Avg Daily Profit (%) | 0.407 | 0.3744 | 0.0326 | 0.1469 | 0.1409 | 0.0501 |
Buy And Hold Return (%) | 228.101 | 228.101 | 228.101 | 228.101 | 228.101 | 228.101 |
Max Trade Drawdown | -103478 | -67869 | -50360 | -1291610 | -882211 | -891610 |
Profit Factor | 2.3938 | 3.4652 | 1.2326 | 1.2924 | 1.4929 | 1.0688 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 41.791 | 42.4242 | 41.1765 | 41.791 | 42.4242 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.3342 | 4.7027 | 1.7609 | 1.8001 | 2.026 | 1.5268 |
Largest Winning Trade | 247905 | 247905 | 73233 | 1054353 | 1054353 | 584720 |
Largest Losing Trade | -43469 | -43469 | -31998 | -695505 | -421844 | -695505 |
Avg Bars in Trades | 155 | 146 | 164 | 155 | 146 | 164 |
Avg Bars in Winners | 261 | 257 | 265 | 261 | 257 | 265 |
Avg Bars in Losers | 79 | 65 | 93 | 79 | 65 | 93 |
Bars Traded | 10415 | 4837 | 5578 | 10415 | 4837 | 5578 |
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 | -113007 | 361816 | -317785 | -120619 | -6373 | -439013 |
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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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