Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556371.7195 | 390509.7378 | 165861.9817 | 1235132.0214 | 869063.3563 | 366068.6651 |
Total P&L (%) | 556.3717 | 390.5097 | 165.862 | 1235.132 | 869.0634 | 366.0687 |
Avg Daily Profit (%) | 0.2968 | 0.2083 | 0.0885 | 0.1383 | 0.1212 | 0.0821 |
Buy And Hold Return (%) | 18.8312 | 18.8312 | 18.8312 | 18.8312 | 18.8312 | 18.8312 |
Max Trade Drawdown | -86329 | -100645 | -44699 | -367400 | -268560 | -108418 |
Profit Factor | 2.6888 | 2.7255 | 2.6083 | 2.3728 | 2.4121 | 2.2876 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 56.4103 | 51.2821 | 61.5385 | 56.4103 | 51.2821 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.0777 | 2.5892 | 1.6302 | 1.8335 | 2.2915 | 1.4298 |
Largest Winning Trade | 325106 | 325106 | 51668 | 514533 | 514533 | 276625 |
Largest Losing Trade | -42719 | -42719 | -29784 | -218767 | -218767 | -98839 |
Avg Bars in Trades | 64 | 75 | 52 | 64 | 75 | 52 |
Avg Bars in Winners | 66 | 72 | 61 | 66 | 72 | 61 |
Avg Bars in Losers | 61 | 79 | 38 | 61 | 79 | 38 |
Bars Traded | 5001 | 2959 | 2042 | 5001 | 2959 | 2042 |
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 | -23674 | 470848 | -68349 | -41086 | -25976 | -78529 |
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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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