Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642038.416 | 576213.2901 | 65825.1259 | 1245114.6116 | 1080871.9899 | 164242.6218 |
Total P&L (%) | 642.0384 | 576.2133 | 65.8251 | 1245.1146 | 1080.872 | 164.2426 |
Avg Daily Profit (%) | 0.3968 | 0.3561 | 0.0407 | 0.1608 | 0.1527 | 0.0601 |
Buy And Hold Return (%) | 22.1755 | 22.1755 | 22.1755 | 22.1755 | 22.1755 | 22.1755 |
Max Trade Drawdown | -91847 | -109873 | -107879 | -808893 | -848281 | -649759 |
Profit Factor | 1.9714 | 2.6911 | 1.2056 | 1.2977 | 1.4922 | 1.0827 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 39.2523 | 38.8889 | 39.6226 | 39.2523 | 38.8889 | 39.6226 |
Ratio Avg Win / Avg Loss | 3.051 | 4.2289 | 1.8371 | 2.0083 | 2.3449 | 1.6498 |
Largest Winning Trade | 165728 | 165728 | 70024 | 611090 | 611090 | 492421 |
Largest Losing Trade | -56343 | -32333 | -56343 | -386588 | -386588 | -371518 |
Avg Bars in Trades | 177 | 175 | 179 | 177 | 175 | 179 |
Avg Bars in Winners | 323 | 331 | 314 | 323 | 331 | 314 |
Avg Bars in Losers | 83 | 75 | 90 | 83 | 75 | 90 |
Bars Traded | 18977 | 9456 | 9521 | 18977 | 9456 | 9521 |
Profit Streak | 0 | 0 | 561.9147 | 0 | 0 | 561.9147 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344514 | -169870 | -324590 | 179575 | -174373 | -424687 |
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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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