Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882214.0355 | 775687.5218 | 106526.5137 | 4363832.0254 | 2253020.5163 | 2110811.509 |
Total P&L (%) | 882.214 | 775.6875 | 106.5265 | 4363.832 | 2253.0205 | 2110.8115 |
Avg Daily Profit (%) | 0.476 | 0.4185 | 0.0575 | 0.2052 | 0.1705 | 0.1672 |
Buy And Hold Return (%) | 137.4374 | 137.4374 | 137.4374 | 137.4374 | 137.4374 | 137.4374 |
Max Trade Drawdown | -119324 | -74080 | -97542 | -8081957 | -5581373 | -3602312 |
Profit Factor | 2.0927 | 3.1876 | 1.2353 | 1.1719 | 1.1932 | 1.1538 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 32.9897 | 31.9588 | 34.0206 | 32.9897 | 31.9588 | 34.0206 |
Ratio Avg Win / Avg Loss | 4.2507 | 6.7865 | 2.3957 | 2.3805 | 2.5403 | 2.2377 |
Largest Winning Trade | 289889 | 289889 | 75048 | 4822858 | 3738623 | 4822858 |
Largest Losing Trade | -39960 | -23571 | -39960 | -1509977 | -1509977 | -1406589 |
Avg Bars in Trades | 37 | 35 | 38 | 37 | 35 | 38 |
Avg Bars in Winners | 85 | 84 | 87 | 85 | 84 | 87 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 7212 | 3470 | 3742 | 7212 | 3470 | 3742 |
Profit Streak | 0 | 0 | 37.8362 | 0 | 0 | 37.8362 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301999 | 280147 | -287118 | -27823 | -6435 | -48399 |
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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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