Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743957.7244 | 678920.8002 | 65036.9242 | 1452007.4119 | 493939.7883 | 958067.6236 |
Total P&L (%) | 743.9577 | 678.9208 | 65.0369 | 1452.0074 | 493.9398 | 958.0676 |
Avg Daily Profit (%) | 0.2966 | 0.2706 | 0.0259 | 0.1094 | 0.071 | 0.0941 |
Buy And Hold Return (%) | 257.387 | 257.387 | 257.387 | 257.387 | 257.387 | 257.387 |
Max Trade Drawdown | -88277 | -59241 | -104533 | -3803414 | -2876298 | -2564987 |
Profit Factor | 2.116 | 3.1507 | 1.1853 | 1.1035 | 1.0625 | 1.1563 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 47.0588 | 48.5294 | 45.5882 | 47.0588 | 48.5294 | 45.5882 |
Ratio Avg Win / Avg Loss | 2.3805 | 3.3416 | 1.4147 | 1.2414 | 1.1269 | 1.3801 |
Largest Winning Trade | 290465 | 290465 | 61139 | 1953285 | 1953285 | 1188558 |
Largest Losing Trade | -39337 | -32455 | -39337 | -1219759 | -1085027 | -1219759 |
Avg Bars in Trades | 35 | 40 | 30 | 35 | 40 | 30 |
Avg Bars in Winners | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Losers | 24 | 29 | 19 | 24 | 29 | 19 |
Bars Traded | 4808 | 2736 | 2072 | 4808 | 2736 | 2072 |
Profit Streak | 0 | 0 | 10.1654 | 0 | 0 | 10.1654 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320224 | -98800 | -451219 | -154962 | -367318 | -228528 |
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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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