Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850808.6005 | 776062.818 | 74745.7825 | 2258227.1187 | 1007322.8664 | 1250904.2524 |
Total P&L (%) | 850.8086 | 776.0628 | 74.7458 | 2258.2271 | 1007.3229 | 1250.9043 |
Avg Daily Profit (%) | 0.4561 | 0.4161 | 0.0401 | 0.1696 | 0.129 | 0.1397 |
Buy And Hold Return (%) | 73.6215 | 73.6215 | 73.6215 | 73.6215 | 73.6215 | 73.6215 |
Max Trade Drawdown | -87466 | -56421 | -61989 | -3018810 | -2166690 | -1609316 |
Profit Factor | 2.5052 | 4.5161 | 1.217 | 1.3017 | 1.2505 | 1.3612 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 48.6486 | 51.3514 | 45.9459 | 48.6486 | 51.3514 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.6444 | 4.2784 | 1.4317 | 1.374 | 1.1847 | 1.6014 |
Largest Winning Trade | 415265 | 415265 | 72474 | 1243267 | 1041451 | 1243267 |
Largest Losing Trade | -52460 | -28746 | -52460 | -1360917 | -1360917 | -778419 |
Avg Bars in Trades | 96 | 93 | 100 | 96 | 93 | 100 |
Avg Bars in Winners | 151 | 136 | 168 | 151 | 136 | 168 |
Avg Bars in Losers | 45 | 47 | 43 | 45 | 47 | 43 |
Bars Traded | 7171 | 3450 | 3721 | 7171 | 3450 | 3721 |
Profit Streak | 0 | 0 | 176.5954 | 0 | 0 | 176.5954 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54300 | 630187 | -301427 | -61431 | -20434 | -5196 |
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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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