Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631488.4313 | 546543.2879 | 84945.1434 | 1423785.3342 | 811952.9147 | 611832.4196 |
Total P&L (%) | 631.4884 | 546.5433 | 84.9451 | 1423.7853 | 811.9529 | 611.8324 |
Avg Daily Profit (%) | 0.3903 | 0.3378 | 0.0525 | 0.1685 | 0.1367 | 0.1214 |
Buy And Hold Return (%) | 25.0436 | 25.0436 | 25.0436 | 25.0436 | 25.0436 | 25.0436 |
Max Trade Drawdown | -139929 | -137539 | -106390 | -2096898 | -1962813 | -873808 |
Profit Factor | 2.0261 | 2.6741 | 1.294 | 1.233 | 1.2326 | 1.2335 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 45.7143 | 47.1698 | 44.2308 | 45.7143 | 47.1698 | 44.2308 |
Ratio Avg Win / Avg Loss | 2.406 | 2.9949 | 1.6316 | 1.4642 | 1.3805 | 1.5553 |
Largest Winning Trade | 138831 | 138831 | 63313 | 1000375 | 903010 | 1000375 |
Largest Losing Trade | -68576 | -33940 | -68576 | -875800 | -875800 | -722366 |
Avg Bars in Trades | 180 | 174 | 186 | 180 | 174 | 186 |
Avg Bars in Winners | 284 | 273 | 296 | 284 | 273 | 296 |
Avg Bars in Losers | 92 | 87 | 98 | 92 | 87 | 98 |
Bars Traded | 18949 | 9273 | 9676 | 18949 | 9273 | 9676 |
Profit Streak | 0 | 0 | 548.8923 | 0 | 0 | 548.8923 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436589 | -166839 | -306125 | 217989 | -191596 | -211481 |
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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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