Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838294.8521 | 706391.4717 | 131903.3805 | 3128598.3177 | 1900576.5164 | 1228021.8014 |
Total P&L (%) | 838.2949 | 706.3915 | 131.9034 | 3128.5983 | 1900.5765 | 1228.0218 |
Avg Daily Profit (%) | 0.4538 | 0.3824 | 0.0714 | 0.1883 | 0.1623 | 0.1401 |
Buy And Hold Return (%) | 135.7746 | 135.7746 | 135.7746 | 135.7746 | 135.7746 | 135.7746 |
Max Trade Drawdown | -70038 | -73313 | -53196 | -2717127 | -935229 | -2568621 |
Profit Factor | 2.6216 | 3.791 | 1.4999 | 1.3942 | 1.5728 | 1.2659 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 58.2524 | 53.8462 | 62.7451 | 58.2524 | 53.8462 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.8788 | 3.2495 | 0.8906 | 0.9992 | 1.3481 | 0.7516 |
Largest Winning Trade | 511447 | 511447 | 47755 | 1120892 | 849613 | 1120892 |
Largest Losing Trade | -35591 | -23685 | -35591 | -1579573 | -545261 | -1579573 |
Avg Bars in Trades | 103 | 97 | 108 | 103 | 97 | 108 |
Avg Bars in Winners | 121 | 111 | 129 | 121 | 111 | 129 |
Avg Bars in Losers | 77 | 81 | 72 | 77 | 81 | 72 |
Bars Traded | 10638 | 5093 | 5545 | 10638 | 5093 | 5545 |
Profit Streak | 0 | 0 | 54.479 | 0 | 0 | 54.479 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575999 | -164250 | -441583 | 297876 | -170090 | -185222 |
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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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