Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029915.1534 | 963313.1096 | 66602.0438 | 2398147.604 | 1875160.1873 | 522987.4167 |
Total P&L (%) | 1029.9152 | 963.3131 | 66.602 | 2398.1476 | 1875.1602 | 522.9874 |
Avg Daily Profit (%) | 0.4548 | 0.4254 | 0.0294 | 0.1422 | 0.1318 | 0.0808 |
Buy And Hold Return (%) | 366.6667 | 366.6667 | 366.6667 | 366.6667 | 366.6667 | 366.6667 |
Max Trade Drawdown | -241535 | -103344 | -184899 | -1157161 | -657728 | -1053852 |
Profit Factor | 2.5857 | 4.017 | 1.2017 | 1.4709 | 1.6816 | 1.2233 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 42.3529 | 37.2093 | 47.619 | 42.3529 | 37.2093 | 47.619 |
Ratio Avg Win / Avg Loss | 3.5195 | 6.7786 | 1.3219 | 2.0021 | 2.8377 | 1.3457 |
Largest Winning Trade | 346766 | 346766 | 61933 | 991531 | 991531 | 887809 |
Largest Losing Trade | -80291 | -40002 | -80291 | -867133 | -443634 | -867133 |
Avg Bars in Trades | 70 | 53 | 87 | 70 | 53 | 87 |
Avg Bars in Winners | 119 | 98 | 136 | 119 | 98 | 136 |
Avg Bars in Losers | 34 | 27 | 43 | 34 | 27 | 43 |
Bars Traded | 6003 | 2310 | 3693 | 6003 | 2310 | 3693 |
Profit Streak | 0 | 0 | 327.9997 | 0 | 0 | 327.9997 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328254 | 312201 | -319805 | -3599 | -19629 | -118084 |
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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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