Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769031.1651 | 673007.063 | 96024.1021 | 1298321.8977 | 835249.9347 | 463071.963 |
Total P&L (%) | 769.0312 | 673.0071 | 96.0241 | 1298.3219 | 835.2499 | 463.072 |
Avg Daily Profit (%) | 0.4145 | 0.3627 | 0.0518 | 0.1423 | 0.1206 | 0.0932 |
Buy And Hold Return (%) | 32.758 | 32.758 | 32.758 | 32.758 | 32.758 | 32.758 |
Max Trade Drawdown | -194059 | -85453 | -123868 | -7223942 | -3418856 | -4997578 |
Profit Factor | 2.2789 | 3.458 | 1.2932 | 1.0955 | 1.1216 | 1.0689 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 47.3684 | 48.2759 | 46.4286 | 47.3684 | 48.2759 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.5321 | 3.705 | 1.4921 | 1.2172 | 1.2017 | 1.2334 |
Largest Winning Trade | 248751 | 248751 | 71313 | 2785282 | 2785282 | 1728515 |
Largest Losing Trade | -43151 | -42859 | -43151 | -2833751 | -1389223 | -2833751 |
Avg Bars in Trades | 60 | 68 | 53 | 60 | 68 | 53 |
Avg Bars in Winners | 85 | 85 | 84 | 85 | 85 | 84 |
Avg Bars in Losers | 38 | 51 | 26 | 38 | 51 | 26 |
Bars Traded | 3469 | 1978 | 1491 | 3469 | 1978 | 1491 |
Profit Streak | 0 | 0 | 302.898 | 0 | 0 | 302.898 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166314 | 551402 | -148032 | -298679 | -119186 | -234387 |
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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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