Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742715.9876 | 652101.7109 | 90614.2767 | 1149076.0531 | 137946.8736 | 1011129.1795 |
Total P&L (%) | 742.716 | 652.1017 | 90.6143 | 1149.0761 | 137.9469 | 1011.1292 |
Avg Daily Profit (%) | 0.3995 | 0.3508 | 0.0487 | 0.1359 | 0.0466 | 0.1296 |
Buy And Hold Return (%) | 35.5646 | 35.5646 | 35.5646 | 35.5646 | 35.5646 | 35.5646 |
Max Trade Drawdown | -82474 | -71680 | -79168 | -1538132 | -1403869 | -999802 |
Profit Factor | 2.027 | 2.9137 | 1.2369 | 1.1133 | 1.0275 | 1.1973 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 36.7647 | 30.8824 | 42.6471 | 36.7647 | 30.8824 | 42.6471 |
Ratio Avg Win / Avg Loss | 3.4864 | 6.5212 | 1.6635 | 1.9149 | 2.2996 | 1.6102 |
Largest Winning Trade | 438784 | 438784 | 58610 | 742139 | 742139 | 656225 |
Largest Losing Trade | -22882 | -17762 | -22882 | -462988 | -462988 | -378441 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 73 | 74 | 73 | 73 | 74 | 73 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 5479 | 2543 | 2936 | 5479 | 2543 | 2936 |
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 | 317108 | -102002 | -242835 | -110735 | -439014 | -134230 |
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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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