Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685726.4095 | 606443.5887 | 79282.8208 | 1636773.4359 | 1325129.8389 | 311643.597 |
Total P&L (%) | 685.7264 | 606.4436 | 79.2828 | 1636.7734 | 1325.1298 | 311.6436 |
Avg Daily Profit (%) | 0.374 | 0.3307 | 0.0432 | 0.1558 | 0.145 | 0.0772 |
Buy And Hold Return (%) | 135.4403 | 135.4403 | 135.4403 | 135.4403 | 135.4403 | 135.4403 |
Max Trade Drawdown | -124394 | -94340 | -81505 | -565611 | -416878 | -350639 |
Profit Factor | 2.3723 | 3.4214 | 1.3181 | 1.631 | 1.9133 | 1.2727 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 53.4653 | 54.902 | 52 | 53.4653 | 54.902 | 52 |
Ratio Avg Win / Avg Loss | 2.0648 | 2.8104 | 1.2167 | 1.4196 | 1.5716 | 1.1748 |
Largest Winning Trade | 406014 | 406014 | 60706 | 529056 | 529056 | 389495 |
Largest Losing Trade | -38944 | -38944 | -27999 | -222932 | -222932 | -145058 |
Avg Bars in Trades | 103 | 100 | 107 | 103 | 100 | 107 |
Avg Bars in Winners | 122 | 121 | 123 | 122 | 121 | 123 |
Avg Bars in Losers | 82 | 74 | 89 | 82 | 74 | 89 |
Bars Traded | 10483 | 5123 | 5360 | 10483 | 5123 | 5360 |
Profit Streak | 0 | 0 | 40.5268 | 0 | 0 | 40.5268 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484921 | -165519 | -479987 | 372784 | -174847 | -274089 |
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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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