Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717674.6906 | 633657.9107 | 84016.7799 | 1555708.3001 | 1449479.2031 | 106229.097 |
Total P&L (%) | 717.6747 | 633.6579 | 84.0168 | 1555.7083 | 1449.4792 | 106.2291 |
Avg Daily Profit (%) | 0.3898 | 0.3441 | 0.0456 | 0.1526 | 0.1489 | 0.0393 |
Buy And Hold Return (%) | 72.997 | 72.997 | 72.997 | 72.997 | 72.997 | 72.997 |
Max Trade Drawdown | -81668 | -58573 | -65161 | -1821244 | -464653 | -1689587 |
Profit Factor | 2.7391 | 4.2699 | 1.3838 | 1.3909 | 1.9467 | 1.0434 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 42.6829 | 41.4634 | 43.9024 | 42.6829 | 41.4634 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.6782 | 6.0281 | 1.7682 | 1.8678 | 2.7482 | 1.3332 |
Largest Winning Trade | 462920 | 462920 | 55724 | 1217080 | 818688 | 1217080 |
Largest Losing Trade | -34659 | -19868 | -34659 | -1097650 | -234212 | -1097650 |
Avg Bars in Trades | 262 | 255 | 269 | 262 | 255 | 269 |
Avg Bars in Winners | 423 | 382 | 461 | 423 | 382 | 461 |
Avg Bars in Losers | 142 | 166 | 118 | 142 | 166 | 118 |
Bars Traded | 21513 | 10480 | 11033 | 21513 | 10480 | 11033 |
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 | 117470 | 476826 | -251409 | -2240 | 238164 | -339666 |
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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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