Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980683.7251 | 876811.6258 | 103872.0992 | 2430589.3212 | 1618726.0669 | 811863.2543 |
Total P&L (%) | 980.6837 | 876.8116 | 103.8721 | 2430.5893 | 1618.7261 | 811.8633 |
Avg Daily Profit (%) | 0.5348 | 0.4782 | 0.0566 | 0.1764 | 0.1552 | 0.1206 |
Buy And Hold Return (%) | 168.0752 | 168.0752 | 168.0752 | 168.0752 | 168.0752 | 168.0752 |
Max Trade Drawdown | -151726 | -129011 | -63400 | -720351 | -604858 | -877594 |
Profit Factor | 2.6864 | 3.9802 | 1.3615 | 1.6276 | 1.8059 | 1.4355 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 48.7395 | 45 | 52.5424 | 48.7395 | 45 | 52.5424 |
Ratio Avg Win / Avg Loss | 2.8253 | 4.8647 | 1.2298 | 1.7118 | 2.2073 | 1.2966 |
Largest Winning Trade | 677713 | 677713 | 41249 | 991136 | 991136 | 652348 |
Largest Losing Trade | -35675 | -25258 | -35675 | -428457 | -335763 | -428457 |
Avg Bars in Trades | 90 | 89 | 91 | 90 | 89 | 91 |
Avg Bars in Winners | 122 | 140 | 107 | 122 | 140 | 107 |
Avg Bars in Losers | 59 | 47 | 73 | 59 | 47 | 73 |
Bars Traded | 10759 | 5356 | 5403 | 10759 | 5356 | 5403 |
Profit Streak | 0 | 0 | 41.279 | 0 | 0 | 41.279 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542632 | -154851 | -458396 | 386745 | -160044 | -207945 |
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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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