Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379636.8224 | 273161.7448 | 106475.0776 | 1332106.1422 | 732321.6157 | 599784.5265 |
Total P&L (%) | 379.6368 | 273.1617 | 106.4751 | 1332.1061 | 732.3216 | 599.7845 |
Avg Daily Profit (%) | 0.2531 | 0.1821 | 0.071 | 0.1776 | 0.1414 | 0.1298 |
Buy And Hold Return (%) | 64.9298 | 64.9298 | 64.9298 | 64.9298 | 64.9298 | 64.9298 |
Max Trade Drawdown | -54095 | -37650 | -44730 | -871448 | -736653 | -409455 |
Profit Factor | 1.9131 | 2.3382 | 1.5031 | 1.3395 | 1.3418 | 1.3367 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 56.25 | 54.6875 | 57.8125 | 56.25 | 54.6875 | 57.8125 |
Ratio Avg Win / Avg Loss | 1.488 | 1.9374 | 1.0968 | 1.0418 | 1.1118 | 0.9755 |
Largest Winning Trade | 62628 | 62628 | 44544 | 359105 | 359105 | 249867 |
Largest Losing Trade | -24185 | -23704 | -24185 | -444954 | -444954 | -252099 |
Avg Bars in Trades | 135 | 148 | 123 | 135 | 148 | 123 |
Avg Bars in Winners | 158 | 188 | 130 | 158 | 188 | 130 |
Avg Bars in Losers | 106 | 100 | 112 | 106 | 100 | 112 |
Bars Traded | 17398 | 9519 | 7879 | 17398 | 9519 | 7879 |
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 | 395172 | -128689 | -244294 | 335558 | -142129 | -158860 |
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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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