Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877650.5251 | 772066.5455 | 105583.9796 | 2742728.0732 | 1525756.032 | 1216972.0412 |
Total P&L (%) | 877.6505 | 772.0665 | 105.584 | 2742.7281 | 1525.756 | 1216.972 |
Avg Daily Profit (%) | 0.4061 | 0.3572 | 0.0489 | 0.155 | 0.1291 | 0.1193 |
Buy And Hold Return (%) | 475.5258 | 475.5258 | 475.5258 | 475.5258 | 475.5258 | 475.5258 |
Max Trade Drawdown | -99944 | -33515 | -132771 | -1727874 | -1289802 | -800529 |
Profit Factor | 3.0092 | 5.9995 | 1.3739 | 1.6174 | 1.7003 | 1.5376 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 55.2239 | 55.8824 | 54.5455 | 55.2239 | 55.8824 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.4399 | 4.7365 | 1.1449 | 1.3114 | 1.3423 | 1.2813 |
Largest Winning Trade | 380107 | 380107 | 67158 | 1057948 | 916397 | 1057948 |
Largest Losing Trade | -73651 | -20519 | -73651 | -902524 | -902524 | -501262 |
Avg Bars in Trades | 180 | 170 | 191 | 180 | 170 | 191 |
Avg Bars in Winners | 212 | 211 | 214 | 212 | 211 | 214 |
Avg Bars in Losers | 141 | 117 | 164 | 141 | 117 | 164 |
Bars Traded | 12102 | 5782 | 6320 | 12102 | 5782 | 6320 |
Profit Streak | 0 | 0 | 64.1772 | 0 | 0 | 64.1772 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112693 | 333234 | -291790 | -111540 | -20320 | -34105 |
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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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