Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534059.7254 | 465118.4358 | 68941.2897 | 1075468.3857 | 360613.0367 | 714855.3489 |
Total P&L (%) | 534.0597 | 465.1184 | 68.9413 | 1075.4684 | 360.613 | 714.8553 |
Avg Daily Profit (%) | 0.3301 | 0.2875 | 0.0426 | 0.1524 | 0.0944 | 0.1297 |
Buy And Hold Return (%) | 23.906 | 23.906 | 23.906 | 23.906 | 23.906 | 23.906 |
Max Trade Drawdown | -73786 | -46935 | -116697 | -556467 | -712737 | -290213 |
Profit Factor | 1.8011 | 2.42 | 1.2033 | 1.2771 | 1.1514 | 1.4766 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 40.458 | 37.8788 | 43.0769 | 40.458 | 37.8788 | 43.0769 |
Ratio Avg Win / Avg Loss | 2.6507 | 3.9688 | 1.5901 | 1.8794 | 1.8883 | 1.9513 |
Largest Winning Trade | 144867 | 144867 | 66601 | 579073 | 579073 | 321351 |
Largest Losing Trade | -34454 | -26297 | -34454 | -421718 | -421718 | -193362 |
Avg Bars in Trades | 144 | 137 | 152 | 144 | 137 | 152 |
Avg Bars in Winners | 243 | 255 | 232 | 243 | 255 | 232 |
Avg Bars in Losers | 78 | 65 | 92 | 78 | 65 | 92 |
Bars Traded | 18981 | 9050 | 9931 | 18981 | 9050 | 9931 |
Profit Streak | 0 | 0 | 550.3576 | 0 | 0 | 550.3576 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331281 | -116192 | -272295 | 191600 | -248940 | -150819 |
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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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