Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836487.8939 | 761943.3703 | 74544.5236 | 1330778.5682 | 1172978.8308 | 157799.7374 |
Total P&L (%) | 836.4879 | 761.9434 | 74.5445 | 1330.7786 | 1172.9788 | 157.7997 |
Avg Daily Profit (%) | 0.4562 | 0.4155 | 0.0407 | 0.1452 | 0.1388 | 0.0517 |
Buy And Hold Return (%) | 187.6262 | 187.6262 | 187.6262 | 187.6262 | 187.6262 | 187.6262 |
Max Trade Drawdown | -74030 | -70596 | -65676 | -464917 | -296767 | -454691 |
Profit Factor | 2.6872 | 4.004 | 1.3078 | 1.5656 | 2.135 | 1.1196 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 51.1628 | 52.3077 | 50 | 51.1628 | 52.3077 | 50 |
Ratio Avg Win / Avg Loss | 2.565 | 3.6507 | 1.3078 | 1.4944 | 1.9466 | 1.1196 |
Largest Winning Trade | 659948 | 659948 | 58857 | 495085 | 420604 | 495085 |
Largest Losing Trade | -32988 | -32988 | -30529 | -317173 | -233698 | -317173 |
Avg Bars in Trades | 54 | 54 | 53 | 54 | 54 | 53 |
Avg Bars in Winners | 80 | 76 | 84 | 80 | 76 | 84 |
Avg Bars in Losers | 26 | 30 | 23 | 26 | 30 | 23 |
Bars Traded | 6987 | 3535 | 3452 | 6987 | 3535 | 3452 |
Profit Streak | 93.4669 | 142.4669 | 0 | 93.4669 | 142.4669 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525254 | -115253 | -443431 | 143214 | -133757 | -517873 |
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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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