Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2340134.3184 | 2315953.2302 | 24181.0882 | 510751.6075 | 87229.5836 | 423522.0239 |
Total P&L (%) | 2340.1343 | 2315.9532 | 24.1811 | 510.7516 | 87.2296 | 423.522 |
Avg Daily Profit (%) | 1.2615 | 1.2485 | 0.013 | 0.0976 | 0.0338 | 0.0893 |
Buy And Hold Return (%) | 161.6116 | 161.6116 | 161.6116 | 161.6116 | 161.6116 | 161.6116 |
Max Trade Drawdown | -87386 | -62913 | -81412 | -1164060 | -1196952 | -801194 |
Profit Factor | 4.4371 | 8.1283 | 1.0679 | 1.0803 | 1.0247 | 1.1498 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 37.1429 | 34.2857 | 40 | 37.1429 | 34.2857 | 40 |
Ratio Avg Win / Avg Loss | 7.5089 | 15.5792 | 1.6019 | 1.8282 | 1.964 | 1.7247 |
Largest Winning Trade | 2186378 | 2186378 | 69490 | 839283 | 839283 | 704423 |
Largest Losing Trade | -54907 | -29412 | -54907 | -534324 | -522016 | -534324 |
Avg Bars in Trades | 156 | 191 | 120 | 156 | 191 | 120 |
Avg Bars in Winners | 300 | 392 | 221 | 300 | 392 | 221 |
Avg Bars in Losers | 71 | 87 | 53 | 71 | 87 | 53 |
Bars Traded | 10940 | 6715 | 4225 | 10940 | 6715 | 4225 |
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 | -82828 | 574659 | -489791 | -300071 | -511866 | -135740 |
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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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