Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648374.9593 | 586547.8579 | 61827.1014 | 2204383.5289 | 1465459.0293 | 738924.4996 |
Total P&L (%) | 648.375 | 586.5479 | 61.8271 | 2204.3835 | 1465.459 | 738.9245 |
Avg Daily Profit (%) | 0.2999 | 0.2713 | 0.0286 | 0.1452 | 0.1273 | 0.0984 |
Buy And Hold Return (%) | 174.1348 | 174.1348 | 174.1348 | 174.1348 | 174.1348 | 174.1348 |
Max Trade Drawdown | -130768 | -148478 | -24378 | -3381219 | -4080641 | -1137628 |
Profit Factor | 2.1988 | 2.358 | 1.5676 | 1.1767 | 1.1428 | 1.3335 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 71.5447 | 75.4098 | 67.7419 | 71.5447 | 75.4098 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.8745 | 0.7689 | 0.7465 | 0.468 | 0.3727 | 0.635 |
Largest Winning Trade | 143027 | 143027 | 18603 | 1259562 | 1259562 | 379644 |
Largest Losing Trade | -67329 | -67329 | -24378 | -3372538 | -3372538 | -1137628 |
Avg Bars in Trades | 66 | 130 | 3 | 66 | 130 | 3 |
Avg Bars in Winners | 32 | 60 | 2 | 32 | 60 | 2 |
Avg Bars in Losers | 150 | 344 | 5 | 150 | 344 | 5 |
Bars Traded | 8135 | 7941 | 194 | 8135 | 7941 | 194 |
Profit Streak | 0 | 77.4401 | 0 | 0 | 77.4401 | 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 | 394163 | -150251 | -472000 | -23494 | -245569 | -216124 |
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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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