Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810246.8052 | 737511.6373 | 72735.1679 | 2123183.7162 | 2059499.3657 | 63684.3505 |
Total P&L (%) | 810.2468 | 737.5116 | 72.7352 | 2123.1837 | 2059.4994 | 63.6844 |
Avg Daily Profit (%) | 0.4454 | 0.4054 | 0.04 | 0.1707 | 0.1691 | 0.0271 |
Buy And Hold Return (%) | 262.3433 | 262.3433 | 262.3433 | 262.3433 | 262.3433 | 262.3433 |
Max Trade Drawdown | -81977 | -51645 | -87225 | -1739756 | -1684984 | -793507 |
Profit Factor | 2.8036 | 4.8131 | 1.2843 | 1.399 | 1.791 | 1.0234 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 39.1304 | 44.1176 | 34.2857 | 39.1304 | 44.1176 | 34.2857 |
Ratio Avg Win / Avg Loss | 4.3612 | 6.0966 | 2.4616 | 2.1762 | 2.2686 | 1.9616 |
Largest Winning Trade | 280936 | 280936 | 72279 | 2040907 | 2040907 | 1083545 |
Largest Losing Trade | -43520 | -38457 | -43520 | -536560 | -536560 | -459005 |
Avg Bars in Trades | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Winners | 98 | 84 | 115 | 98 | 84 | 115 |
Avg Bars in Losers | 19 | 13 | 24 | 19 | 13 | 24 |
Bars Traded | 3469 | 1530 | 1939 | 3469 | 1530 | 1939 |
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 | -98050 | 427245 | -310291 | -100917 | 319151 | -522222 |
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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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