Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769570.8532 | 659985.5501 | 109585.3031 | 2692707.9571 | 1565341.3818 | 1127366.5753 |
Total P&L (%) | 769.5709 | 659.9856 | 109.5853 | 2692.708 | 1565.3414 | 1127.3666 |
Avg Daily Profit (%) | 0.4756 | 0.4079 | 0.0677 | 0.206 | 0.174 | 0.1551 |
Buy And Hold Return (%) | 25.7009 | 25.7009 | 25.7009 | 25.7009 | 25.7009 | 25.7009 |
Max Trade Drawdown | -121287 | -100449 | -55252 | -1447394 | -1743922 | -1270174 |
Profit Factor | 2.2744 | 2.9653 | 1.4088 | 1.3209 | 1.3259 | 1.3142 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 37.069 | 36.2069 | 37.931 | 37.069 | 36.2069 | 37.931 |
Ratio Avg Win / Avg Loss | 3.8611 | 5.2246 | 2.3053 | 2.2424 | 2.336 | 2.1505 |
Largest Winning Trade | 223063 | 223063 | 74647 | 1115368 | 1115368 | 1048138 |
Largest Losing Trade | -38017 | -35478 | -38017 | -870012 | -870012 | -412602 |
Avg Bars in Trades | 160 | 160 | 161 | 160 | 160 | 161 |
Avg Bars in Winners | 314 | 322 | 307 | 314 | 322 | 307 |
Avg Bars in Losers | 70 | 68 | 72 | 70 | 68 | 72 |
Bars Traded | 18667 | 9282 | 9385 | 18667 | 9282 | 9385 |
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 | 360091 | -170219 | -287655 | 168865 | -176528 | -176091 |
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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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