Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663948.4995 | 567679.9804 | 96268.5192 | 2680347.3935 | 1799693.2624 | 880654.1311 |
Total P&L (%) | 663.9485 | 567.68 | 96.2685 | 2680.3474 | 1799.6933 | 880.6541 |
Avg Daily Profit (%) | 0.4104 | 0.3509 | 0.0595 | 0.2057 | 0.1821 | 0.1412 |
Buy And Hold Return (%) | 24.465 | 24.465 | 24.465 | 24.465 | 24.465 | 24.465 |
Max Trade Drawdown | -102736 | -92489 | -86796 | -2006323 | -1451413 | -796726 |
Profit Factor | 2.0381 | 2.7085 | 1.3132 | 1.3553 | 1.428 | 1.2637 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 45 | 45 | 45 | 45 | 45 | 45 |
Ratio Avg Win / Avg Loss | 2.491 | 3.3104 | 1.6051 | 1.6564 | 1.7453 | 1.5445 |
Largest Winning Trade | 135289 | 135289 | 70783 | 1728470 | 1728470 | 792383 |
Largest Losing Trade | -47480 | -30369 | -47480 | -938532 | -938532 | -751931 |
Avg Bars in Trades | 158 | 156 | 160 | 158 | 156 | 160 |
Avg Bars in Winners | 259 | 258 | 260 | 259 | 258 | 260 |
Avg Bars in Losers | 75 | 73 | 78 | 75 | 73 | 78 |
Bars Traded | 19013 | 9392 | 9621 | 19013 | 9392 | 9621 |
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 | 434999 | -156630 | -285604 | 287761 | -161262 | -174270 |
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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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