Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747445.5098 | 642514.0593 | 104931.4505 | 1537201.4083 | 882322.8451 | 654878.5631 |
Total P&L (%) | 747.4455 | 642.5141 | 104.9315 | 1537.2014 | 882.3228 | 654.8786 |
Avg Daily Profit (%) | 0.4106 | 0.3529 | 0.0576 | 0.1537 | 0.1256 | 0.1111 |
Buy And Hold Return (%) | 110.9893 | 110.9893 | 110.9893 | 110.9893 | 110.9893 | 110.9893 |
Max Trade Drawdown | -185649 | -123608 | -104390 | -1123346 | -1219277 | -377828 |
Profit Factor | 1.9763 | 2.5512 | 1.2986 | 1.3668 | 1.3521 | 1.3886 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 34.1615 | 31.25 | 37.037 | 34.1615 | 31.25 | 37.037 |
Ratio Avg Win / Avg Loss | 3.8089 | 5.6127 | 2.2077 | 2.6341 | 2.9747 | 2.3605 |
Largest Winning Trade | 391720 | 391720 | 68749 | 731946 | 731946 | 305994 |
Largest Losing Trade | -34501 | -34384 | -34501 | -320777 | -320777 | -136112 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 44 | 46 | 41 | 44 | 46 | 41 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 3417 | 1792 | 1625 | 3417 | 1792 | 1625 |
Profit Streak | 0 | 54.7371 | 0 | 0 | 54.7371 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301564 | -12508 | -297267 | 151442 | -49345 | -59980 |
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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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