Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066791.9693 | 1017107.8152 | 49684.1541 | 545585.8065 | 24037.6691 | 521548.1374 |
Total P&L (%) | 1066.792 | 1017.1078 | 49.6842 | 545.5858 | 24.0377 | 521.5481 |
Avg Daily Profit (%) | 0.5763 | 0.5495 | 0.0268 | 0.1008 | 0.0116 | 0.0988 |
Buy And Hold Return (%) | 58.7289 | 58.7289 | 58.7289 | 58.7289 | 58.7289 | 58.7289 |
Max Trade Drawdown | -168495 | -91877 | -126874 | -2600164 | -1373651 | -1408423 |
Profit Factor | 3.0161 | 4.3544 | 1.2199 | 1.1042 | 1.0079 | 1.237 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 44.4444 | 39.0244 | 50 | 44.4444 | 39.0244 | 50 |
Ratio Avg Win / Avg Loss | 3.7701 | 6.8038 | 1.2199 | 1.3803 | 1.5749 | 1.237 |
Largest Winning Trade | 938748 | 938748 | 40718 | 938748 | 938748 | 766175 |
Largest Losing Trade | -43950 | -43950 | -38155 | -506996 | -506996 | -371911 |
Avg Bars in Trades | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Winners | 85 | 96 | 77 | 85 | 96 | 77 |
Avg Bars in Losers | 47 | 41 | 54 | 47 | 41 | 54 |
Bars Traded | 5211 | 2566 | 2645 | 5211 | 2566 | 2645 |
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 | -1422 | 508097 | -323172 | -182298 | -558001 | -60990 |
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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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