Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914213.9732 | 893870.4753 | 20343.4979 | 480528.8607 | 387092.6615 | 93436.1992 |
Total P&L (%) | 914.214 | 893.8705 | 20.3435 | 480.5289 | 387.0927 | 93.4362 |
Avg Daily Profit (%) | 0.4964 | 0.4854 | 0.011 | 0.0955 | 0.086 | 0.0358 |
Buy And Hold Return (%) | 157.4245 | 157.4245 | 157.4245 | 157.4245 | 157.4245 | 157.4245 |
Max Trade Drawdown | -153771 | -131522 | -96909 | -952995 | -842614 | -336866 |
Profit Factor | 3.055 | 4.6313 | 1.1024 | 1.2498 | 1.3094 | 1.1389 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 42.8571 | 45.2381 | 40.4762 | 42.8571 | 45.2381 | 40.4762 |
Ratio Avg Win / Avg Loss | 4.0733 | 5.6063 | 1.6211 | 1.6664 | 1.5851 | 1.6748 |
Largest Winning Trade | 851538 | 851538 | 51223 | 700709 | 700709 | 194343 |
Largest Losing Trade | -45510 | -45510 | -24617 | -469180 | -469180 | -94007 |
Avg Bars in Trades | 63 | 62 | 63 | 63 | 62 | 63 |
Avg Bars in Winners | 94 | 90 | 99 | 94 | 90 | 99 |
Avg Bars in Losers | 39 | 40 | 38 | 39 | 40 | 38 |
Bars Traded | 5306 | 2637 | 2669 | 5306 | 2637 | 2669 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470121 | 551211 | -454319 | -70143 | -82515 | -381112 |
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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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