Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822242.5813 | 776170.0134 | 46072.5679 | 686178.3521 | 243595.7474 | 442582.6047 |
Total P&L (%) | 822.2426 | 776.17 | 46.0726 | 686.1784 | 243.5957 | 442.5826 |
Avg Daily Profit (%) | 0.4441 | 0.4193 | 0.0249 | 0.1114 | 0.0667 | 0.0914 |
Buy And Hold Return (%) | 113.4306 | 113.4306 | 113.4306 | 113.4306 | 113.4306 | 113.4306 |
Max Trade Drawdown | -118541 | -87569 | -66008 | -2012005 | -1374656 | -1021516 |
Profit Factor | 2.3255 | 4.0258 | 1.1266 | 1.1664 | 1.1116 | 1.2281 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 44.7761 | 44.1176 | 45.4545 | 44.7761 | 44.1176 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.8681 | 5.0993 | 1.352 | 1.4386 | 1.408 | 1.4737 |
Largest Winning Trade | 480449 | 480449 | 71920 | 785919 | 785919 | 553541 |
Largest Losing Trade | -50172 | -28924 | -50172 | -646262 | -646262 | -337096 |
Avg Bars in Trades | 162 | 157 | 167 | 162 | 157 | 167 |
Avg Bars in Winners | 255 | 239 | 272 | 255 | 239 | 272 |
Avg Bars in Losers | 86 | 92 | 79 | 86 | 92 | 79 |
Bars Traded | 10865 | 5343 | 5522 | 10865 | 5343 | 5522 |
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 | -108756 | 524969 | -408426 | -205235 | -209908 | -75409 |
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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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