Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631522.4877 | 575035.3037 | 56487.1841 | 235500.6085 | 161023.4527 | 74477.1558 |
Total P&L (%) | 631.5225 | 575.0353 | 56.4872 | 235.5006 | 161.0235 | 74.4772 |
Avg Daily Profit (%) | 0.3495 | 0.3182 | 0.0313 | 0.067 | 0.0531 | 0.0308 |
Buy And Hold Return (%) | 163.3657 | 163.3657 | 163.3657 | 163.3657 | 163.3657 | 163.3657 |
Max Trade Drawdown | -155560 | -93273 | -126960 | -348158 | -250546 | -221547 |
Profit Factor | 1.8747 | 2.553 | 1.1606 | 1.1679 | 1.2117 | 1.116 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 57.4074 | 51.8519 | 62.963 | 57.4074 | 51.8519 | 62.963 |
Ratio Avg Win / Avg Loss | 1.3909 | 2.3707 | 0.6827 | 0.8665 | 1.1252 | 0.6565 |
Largest Winning Trade | 368076 | 368076 | 52429 | 132592 | 113817 | 132592 |
Largest Losing Trade | -63559 | -38277 | -63559 | -142309 | -130266 | -142309 |
Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Winners | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Losers | 28 | 32 | 24 | 28 | 32 | 24 |
Bars Traded | 3412 | 1901 | 1511 | 3412 | 1901 | 1511 |
Profit Streak | 0 | 163.1228 | 0 | 0 | 163.1228 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384067 | -167166 | -540526 | -168115 | -466659 | -590180 |
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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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