Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991384.9048 | 948086.844 | 43298.0609 | 2105816.3652 | 2032057.7066 | 73758.6586 |
Total P&L (%) | 991.3849 | 948.0868 | 43.2981 | 2105.8164 | 2032.0577 | 73.7587 |
Avg Daily Profit (%) | 0.4397 | 0.4205 | 0.0192 | 0.1373 | 0.1358 | 0.0245 |
Buy And Hold Return (%) | 261.0825 | 261.0825 | 261.0825 | 261.0825 | 261.0825 | 261.0825 |
Max Trade Drawdown | -183151 | -125045 | -189667 | -2602871 | -1693751 | -1534515 |
Profit Factor | 2.0572 | 3.0251 | 1.0922 | 1.223 | 1.3941 | 1.0172 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 49.6241 | 46.2687 | 53.0303 | 49.6241 | 46.2687 | 53.0303 |
Ratio Avg Win / Avg Loss | 2.0883 | 3.5131 | 0.9674 | 1.2415 | 1.619 | 0.901 |
Largest Winning Trade | 326342 | 326342 | 48974 | 1908412 | 1908412 | 711316 |
Largest Losing Trade | -55584 | -42249 | -55584 | -991608 | -991608 | -643448 |
Avg Bars in Trades | 92 | 76 | 109 | 92 | 76 | 109 |
Avg Bars in Winners | 109 | 79 | 136 | 109 | 79 | 136 |
Avg Bars in Losers | 75 | 73 | 78 | 75 | 73 | 78 |
Bars Traded | 12327 | 5119 | 7208 | 12327 | 5119 | 7208 |
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 | 424817 | -105258 | -577543 | -9507 | -127980 | -652967 |
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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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