Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804745.2338 | 709011.9091 | 95733.3247 | 1667726.0137 | 387160.1461 | 1280565.8676 |
Total P&L (%) | 804.7452 | 709.0119 | 95.7333 | 1667.726 | 387.1601 | 1280.5659 |
Avg Daily Profit (%) | 0.4323 | 0.3809 | 0.0514 | 0.1544 | 0.0851 | 0.1411 |
Buy And Hold Return (%) | 74.6156 | 74.6156 | 74.6156 | 74.6156 | 74.6156 | 74.6156 |
Max Trade Drawdown | -97874 | -86902 | -71549 | -4192370 | -3331020 | -1264107 |
Profit Factor | 2.1718 | 3.2173 | 1.2609 | 1.099 | 1.0465 | 1.1502 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 35.6061 | 33.3333 | 37.8788 | 35.6061 | 33.3333 | 37.8788 |
Ratio Avg Win / Avg Loss | 3.9278 | 6.4346 | 2.0678 | 1.9875 | 2.093 | 1.8864 |
Largest Winning Trade | 435666 | 435666 | 66328 | 2291631 | 2291631 | 1193054 |
Largest Losing Trade | -32421 | -16611 | -32421 | -1043111 | -823451 | -1043111 |
Avg Bars in Trades | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Winners | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3580 | 1644 | 1936 | 3580 | 1644 | 1936 |
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 | 330662 | -114928 | -329900 | -107846 | -379462 | -187278 |
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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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