Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718631.1692 | 614934.1112 | 103697.058 | 1815562.0332 | 431160.7183 | 1384401.3148 |
Total P&L (%) | 718.6312 | 614.9341 | 103.6971 | 1815.562 | 431.1607 | 1384.4013 |
Avg Daily Profit (%) | 0.3851 | 0.3295 | 0.0556 | 0.1584 | 0.0895 | 0.1447 |
Buy And Hold Return (%) | 35.3662 | 35.3662 | 35.3662 | 35.3662 | 35.3662 | 35.3662 |
Max Trade Drawdown | -101261 | -50357 | -96732 | -2290398 | -1910312 | -1180431 |
Profit Factor | 2.2294 | 3.2789 | 1.3295 | 1.1739 | 1.0752 | 1.2943 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 35.4331 | 35.9375 | 34.9206 | 35.4331 | 35.9375 | 34.9206 |
Ratio Avg Win / Avg Loss | 4.0624 | 5.845 | 2.4777 | 2.1391 | 1.9166 | 2.4121 |
Largest Winning Trade | 252914 | 252914 | 62456 | 1328456 | 1154568 | 1328456 |
Largest Losing Trade | -30709 | -30709 | -24180 | -1010176 | -1010176 | -447019 |
Avg Bars in Trades | 42 | 41 | 42 | 42 | 41 | 42 |
Avg Bars in Winners | 86 | 84 | 89 | 86 | 84 | 89 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 5338 | 2679 | 2659 | 5338 | 2679 | 2659 |
Profit Streak | 0 | 0 | 23.9272 | 0 | 0 | 23.9272 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307247 | -129513 | -272783 | -25772 | -355089 | -150613 |
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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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