Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760118.8615 | 694680.9482 | 65437.9134 | 2143551.4972 | 1143467.7783 | 1000083.7189 |
Total P&L (%) | 760.1189 | 694.6809 | 65.4379 | 2143.5515 | 1143.4678 | 1000.0837 |
Avg Daily Profit (%) | 0.4115 | 0.3761 | 0.0354 | 0.1686 | 0.1366 | 0.1299 |
Buy And Hold Return (%) | 128.7731 | 128.7731 | 128.7731 | 128.7731 | 128.7731 | 128.7731 |
Max Trade Drawdown | -106651 | -73739 | -98497 | -1847049 | -1407783 | -1342742 |
Profit Factor | 2.0371 | 3.0509 | 1.166 | 1.2854 | 1.2927 | 1.2775 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Profitability (%) | 32.9341 | 35.7143 | 30.1205 | 32.9341 | 35.7143 | 30.1205 |
Ratio Avg Win / Avg Loss | 4.1484 | 5.4917 | 2.7051 | 2.6175 | 2.3269 | 2.9637 |
Largest Winning Trade | 238858 | 238858 | 76212 | 1611478 | 1611478 | 1321668 |
Largest Losing Trade | -39960 | -19329 | -39960 | -603026 | -603026 | -360438 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 53 | 46 | 60 | 53 | 46 | 60 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 3616 | 1719 | 1896 | 3616 | 1719 | 1896 |
Profit Streak | 0 | 0 | 44.0494 | 0 | 0 | 44.0494 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270075 | 312981 | -355379 | 122059 | -14770 | -25343 |
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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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