Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033613.1133 | 884000.2065 | 149612.9068 | 6068298.1292 | 4455635.9172 | 1612662.2119 |
Total P&L (%) | 1033.6131 | 884.0002 | 149.6129 | 6068.2981 | 4455.6359 | 1612.6622 |
Avg Daily Profit (%) | 0.5614 | 0.4802 | 0.0813 | 0.2242 | 0.2077 | 0.1544 |
Buy And Hold Return (%) | 184.9445 | 184.9445 | 184.9445 | 184.9445 | 184.9445 | 184.9445 |
Max Trade Drawdown | -61503 | -87943 | -44912 | -1681770 | -1144581 | -1038820 |
Profit Factor | 3.1976 | 4.0861 | 1.8136 | 2.1653 | 2.3227 | 1.877 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 57.3643 | 53.8462 | 60.9375 | 57.3643 | 53.8462 | 60.9375 |
Ratio Avg Win / Avg Loss | 2.3766 | 3.5023 | 1.1626 | 1.6094 | 1.9909 | 1.2032 |
Largest Winning Trade | 703441 | 703441 | 53418 | 2045896 | 2045896 | 1696085 |
Largest Losing Trade | -41065 | -41065 | -28034 | -1043310 | -1043310 | -638459 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 54 | 54 | 53 | 54 | 54 | 53 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 5240 | 2649 | 2591 | 5240 | 2649 | 2591 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 633387 | -115153 | -385661 | 491760 | -118655 | -127662 |
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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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