Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767573.7453 | 726298.4369 | 41275.3084 | 1180310.8658 | 1531213.2583 | -350902.3925 |
Total P&L (%) | 767.5737 | 726.2984 | 41.2753 | 1180.3109 | 1531.2133 | -350.9024 |
Avg Daily Profit (%) | 0.4157 | 0.3933 | 0.0224 | 0.1382 | 0.1513 | 0 |
Buy And Hold Return (%) | 120.526 | 120.526 | 120.526 | 120.526 | 120.526 | 120.526 |
Max Trade Drawdown | -103146 | -63783 | -85819 | -2029795 | -1105040 | -1463101 |
Profit Factor | 2.0188 | 3.2488 | 1.0959 | 1.1449 | 1.4258 | 0.9229 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 37.594 | 40.2985 | 34.8485 | 37.594 | 40.2985 | 34.8485 |
Ratio Avg Win / Avg Loss | 3.3512 | 4.813 | 2.0488 | 1.9005 | 2.1122 | 1.7254 |
Largest Winning Trade | 337011 | 337011 | 75272 | 1492823 | 1492823 | 774307 |
Largest Losing Trade | -39886 | -17171 | -39886 | -753329 | -236396 | -753329 |
Avg Bars in Trades | 81 | 78 | 84 | 81 | 78 | 84 |
Avg Bars in Winners | 160 | 141 | 181 | 160 | 141 | 181 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 10851 | 5287 | 5564 | 10851 | 5287 | 5564 |
Profit Streak | 0 | 0 | 44.3891 | 0 | 0 | 44.3891 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317687 | -105479 | -572506 | -72662 | -111145 | -707796 |
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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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