Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655816.3703 | 577251.6999 | 78564.6704 | 1925333.6367 | 1460344.9905 | 464988.6462 |
Total P&L (%) | 655.8164 | 577.2517 | 78.5647 | 1925.3336 | 1460.345 | 464.9886 |
Avg Daily Profit (%) | 0.4053 | 0.3568 | 0.0486 | 0.1861 | 0.17 | 0.1071 |
Buy And Hold Return (%) | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 |
Max Trade Drawdown | -91207 | -86794 | -115628 | -874980 | -635541 | -560521 |
Profit Factor | 1.9854 | 2.691 | 1.2424 | 1.4105 | 1.6 | 1.2061 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 36.2832 | 36.8421 | 35.7143 | 36.2832 | 36.8421 | 35.7143 |
Ratio Avg Win / Avg Loss | 3.4865 | 4.6131 | 2.2362 | 2.477 | 2.7429 | 2.1709 |
Largest Winning Trade | 171543 | 171543 | 72227 | 988847 | 988847 | 583516 |
Largest Losing Trade | -40493 | -20919 | -40493 | -560521 | -310422 | -560521 |
Avg Bars in Trades | 167 | 165 | 170 | 167 | 165 | 170 |
Avg Bars in Winners | 316 | 319 | 312 | 316 | 319 | 312 |
Avg Bars in Losers | 83 | 75 | 90 | 83 | 75 | 90 |
Bars Traded | 18971 | 9439 | 9532 | 18971 | 9439 | 9532 |
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 | 307100 | -170938 | -316090 | 171185 | -174640 | -235300 |
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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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