Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559069.3369 | 434939.3709 | 124129.966 | 2828140.5718 | 1718035.2574 | 1110105.3144 |
Total P&L (%) | 559.0693 | 434.9394 | 124.13 | 2828.1406 | 1718.0353 | 1110.1053 |
Avg Daily Profit (%) | 0.3256 | 0.2533 | 0.0723 | 0.1969 | 0.1691 | 0.1453 |
Buy And Hold Return (%) | 90.875 | 90.875 | 90.875 | 90.875 | 90.875 | 90.875 |
Max Trade Drawdown | -68134 | -65630 | -24650 | -1654387 | -1343795 | -661231 |
Profit Factor | 2.0217 | 2.1689 | 1.7088 | 1.4338 | 1.363 | 1.6213 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 46.2963 | 45.679 | 46.9136 | 46.2963 | 45.679 | 46.9136 |
Ratio Avg Win / Avg Loss | 2.3451 | 2.5792 | 1.9337 | 1.6632 | 1.6209 | 1.8346 |
Largest Winning Trade | 133346 | 133346 | 36408 | 1226542 | 1226542 | 410272 |
Largest Losing Trade | -36502 | -36502 | -19096 | -706819 | -706819 | -260715 |
Avg Bars in Trades | 61 | 111 | 11 | 61 | 111 | 11 |
Avg Bars in Winners | 67 | 122 | 14 | 67 | 122 | 14 |
Avg Bars in Losers | 56 | 103 | 9 | 56 | 103 | 9 |
Bars Traded | 10011 | 9057 | 954 | 10011 | 9057 | 954 |
Profit Streak | 0 | 49.9636 | 0 | 0 | 49.9636 | 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 | 424682 | -2394 | -157975 | 339557 | -3720 | -8424 |
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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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