Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009618.1175 | 909704.6613 | 99913.4562 | 401755.6279 | 227277.5934 | 174478.0345 |
Total P&L (%) | 1009.6181 | 909.7047 | 99.9135 | 401.7556 | 227.2776 | 174.478 |
Avg Daily Profit (%) | 0.5375 | 0.4843 | 0.0532 | 0.0859 | 0.0631 | 0.0538 |
Buy And Hold Return (%) | 236.4706 | 236.4706 | 236.4706 | 236.4706 | 236.4706 | 236.4706 |
Max Trade Drawdown | -96452 | -88705 | -122856 | -403689 | -409769 | -303425 |
Profit Factor | 3.0505 | 4.0068 | 1.5263 | 1.2521 | 1.2144 | 1.327 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 58.4615 | 53.125 | 63.6364 | 58.4615 | 53.125 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.1675 | 3.5355 | 0.8722 | 0.8896 | 1.0715 | 0.7583 |
Largest Winning Trade | 515480 | 515480 | 32156 | 301495 | 301495 | 133390 |
Largest Losing Trade | -96452 | -38097 | -96452 | -263878 | -237430 | -263878 |
Avg Bars in Trades | 81 | 104 | 58 | 81 | 104 | 58 |
Avg Bars in Winners | 82 | 104 | 64 | 82 | 104 | 64 |
Avg Bars in Losers | 79 | 104 | 48 | 79 | 104 | 48 |
Bars Traded | 5272 | 3333 | 1939 | 5272 | 3333 | 1939 |
Profit Streak | 0 | 173.2296 | 0 | 0 | 173.2296 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120135 | 594637 | -286116 | -223936 | -273492 | -286565 |
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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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