Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761247.4765 | 693740.0291 | 67507.4474 | 1112405.631 | 680583.0204 | 431822.6106 |
Total P&L (%) | 761.2475 | 693.74 | 67.5074 | 1112.4056 | 680.583 | 431.8226 |
Avg Daily Profit (%) | 0.4119 | 0.3753 | 0.0365 | 0.1351 | 0.1112 | 0.0905 |
Buy And Hold Return (%) | 27.5846 | 27.5846 | 27.5846 | 27.5846 | 27.5846 | 27.5846 |
Max Trade Drawdown | -77767 | -63560 | -106625 | -1127311 | -518600 | -905858 |
Profit Factor | 1.9992 | 3.1925 | 1.1515 | 1.2294 | 1.3 | 1.1673 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 50.4132 | 50 | 50.8197 | 50.4132 | 50 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.9664 | 3.1925 | 1.1144 | 1.2092 | 1.3 | 1.1296 |
Largest Winning Trade | 232178 | 232178 | 73010 | 468361 | 453582 | 468361 |
Largest Losing Trade | -55145 | -40422 | -55145 | -490128 | -377716 | -490128 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 53 | 54 | 53 | 53 | 54 | 53 |
Avg Bars in Losers | 31 | 37 | 26 | 31 | 37 | 26 |
Bars Traded | 5208 | 2755 | 2453 | 5208 | 2755 | 2453 |
Profit Streak | 0 | 39.4397 | 0 | 0 | 39.4397 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504783 | -152995 | -363414 | -12245 | -212624 | -270288 |
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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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