Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399971.7335 | 350916.4112 | 49055.3223 | 1251350.9158 | 988148.5793 | 263202.3365 |
Total P&L (%) | 399.9717 | 350.9164 | 49.0553 | 1251.3509 | 988.1486 | 263.2023 |
Avg Daily Profit (%) | 0.4492 | 0.3941 | 0.0551 | 0.2929 | 0.2685 | 0.145 |
Buy And Hold Return (%) | 345.2293 | 345.2293 | 345.2293 | 345.2293 | 345.2293 | 345.2293 |
Max Trade Drawdown | -31204 | -31550 | -41210 | -541194 | -232914 | -449296 |
Profit Factor | 2.5725 | 4.3598 | 1.3272 | 1.8273 | 2.525 | 1.3044 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 52.7027 | 51.3514 | 54.0541 | 52.7027 | 51.3514 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.3087 | 4.1304 | 1.1282 | 1.6399 | 2.3921 | 1.1088 |
Largest Winning Trade | 115845 | 115845 | 33105 | 657999 | 657999 | 243589 |
Largest Losing Trade | -26026 | -15253 | -26026 | -200698 | -167449 | -200698 |
Avg Bars in Trades | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Winners | 44 | 50 | 37 | 44 | 50 | 37 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 2426 | 1344 | 1082 | 2426 | 1344 | 1082 |
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 | -170216 | -143866 | -284060 | -58684 | 373802 | -164369 |
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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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