Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638405.8757 | 541867.3668 | 96538.5089 | 1002310.5428 | 561451.8385 | 440858.7042 |
Total P&L (%) | 638.4059 | 541.8674 | 96.5385 | 1002.3105 | 561.4518 | 440.8587 |
Avg Daily Profit (%) | 0.3452 | 0.293 | 0.0522 | 0.1299 | 0.1022 | 0.0913 |
Buy And Hold Return (%) | 32.7913 | 32.7913 | 32.7913 | 32.7913 | 32.7913 | 32.7913 |
Max Trade Drawdown | -121779 | -82078 | -105525 | -1808935 | -1139360 | -972893 |
Profit Factor | 1.8809 | 2.5953 | 1.2507 | 1.1441 | 1.1639 | 1.1249 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 40.2878 | 38.5714 | 42.029 | 40.2878 | 38.5714 | 42.029 |
Ratio Avg Win / Avg Loss | 2.7877 | 4.1332 | 1.7251 | 1.6958 | 1.8536 | 1.5516 |
Largest Winning Trade | 279251 | 279251 | 38488 | 771417 | 771417 | 414978 |
Largest Losing Trade | -31833 | -20157 | -31833 | -400667 | -400667 | -380724 |
Avg Bars in Trades | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Winners | 63 | 57 | 68 | 63 | 57 | 68 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 5448 | 2563 | 2884 | 5448 | 2563 | 2884 |
Profit Streak | 0 | 0 | 138.3487 | 0 | 0 | 138.3487 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339849 | -85120 | -229177 | -83533 | -194144 | -256752 |
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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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