Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 918077.6783 | 907200.6441 | 10877.0341 | 683362.9706 | 276931.5898 | 406431.3808 |
Total P&L (%) | 918.0777 | 907.2006 | 10.877 | 683.363 | 276.9316 | 406.4314 |
Avg Daily Profit (%) | 0.3671 | 0.3627 | 0.0043 | 0.0823 | 0.0531 | 0.0649 |
Buy And Hold Return (%) | 322.3938 | 322.3938 | 322.3938 | 322.3938 | 322.3938 | 322.3938 |
Max Trade Drawdown | -110618 | -109444 | -60260 | -1626997 | -1755167 | -552881 |
Profit Factor | 3.2875 | 4.081 | 1.1018 | 1.198 | 1.1021 | 1.5493 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 48.2353 | 42.8571 | 53.4884 | 48.2353 | 42.8571 | 53.4884 |
Ratio Avg Win / Avg Loss | 3.5281 | 5.4413 | 0.9581 | 1.2856 | 1.4695 | 1.3472 |
Largest Winning Trade | 701268 | 701268 | 29587 | 1657190 | 1657190 | 328113 |
Largest Losing Trade | -53671 | -53671 | -34776 | -585784 | -585784 | -269297 |
Avg Bars in Trades | 50 | 89 | 13 | 50 | 89 | 13 |
Avg Bars in Winners | 61 | 122 | 14 | 61 | 122 | 14 |
Avg Bars in Losers | 40 | 64 | 11 | 40 | 64 | 11 |
Bars Traded | 4301 | 3741 | 560 | 4301 | 3741 | 560 |
Profit Streak | 0 | 182.9831 | 0 | 0 | 182.9831 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433622 | 400486 | -462261 | -91903 | -398166 | -188587 |
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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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