Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866268.9949 | 801887.6237 | 64381.3712 | 1057070.6917 | 954572.3501 | 102498.3416 |
Total P&L (%) | 866.269 | 801.8876 | 64.3814 | 1057.0707 | 954.5724 | 102.4983 |
Avg Daily Profit (%) | 0.4713 | 0.4363 | 0.035 | 0.1333 | 0.1283 | 0.0384 |
Buy And Hold Return (%) | 81.7073 | 81.7073 | 81.7073 | 81.7073 | 81.7073 | 81.7073 |
Max Trade Drawdown | -74968 | -61981 | -67450 | -510364 | -250680 | -610992 |
Profit Factor | 2.676 | 4.6055 | 1.2186 | 1.3839 | 1.8752 | 1.0617 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 81 | 47 | 34 | 81 | 47 | 34 |
Profitability (%) | 38.6364 | 28.7879 | 48.4848 | 38.6364 | 28.7879 | 48.4848 |
Ratio Avg Win / Avg Loss | 4.25 | 11.3925 | 1.2948 | 2.198 | 4.6386 | 1.128 |
Largest Winning Trade | 665811 | 665811 | 56547 | 411100 | 406941 | 411100 |
Largest Losing Trade | -53573 | -20581 | -53573 | -309935 | -86993 | -309935 |
Avg Bars in Trades | 164 | 162 | 166 | 164 | 162 | 166 |
Avg Bars in Winners | 299 | 413 | 231 | 299 | 413 | 231 |
Avg Bars in Losers | 80 | 61 | 105 | 80 | 61 | 105 |
Bars Traded | 21742 | 10748 | 10994 | 21742 | 10748 | 10994 |
Profit Streak | 0 | 0 | 143.6682 | 0 | 0 | 143.6682 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410109 | -120015 | -436101 | -17013 | -155408 | -504741 |
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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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