Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610718.0805 | 515339.1479 | 95378.9326 | 1575374.406 | 1217675.4434 | 357698.9625 |
Total P&L (%) | 610.7181 | 515.3391 | 95.3789 | 1575.3744 | 1217.6754 | 357.699 |
Avg Daily Profit (%) | 0.2601 | 0.2195 | 0.0406 | 0.1201 | 0.1099 | 0.0648 |
Buy And Hold Return (%) | 20.2401 | 20.2401 | 20.2401 | 20.2401 | 20.2401 | 20.2401 |
Max Trade Drawdown | -81058 | -54597 | -33859 | -2419396 | -1485307 | -1008330 |
Profit Factor | 2.48 | 3.2728 | 1.513 | 1.2169 | 1.2908 | 1.1163 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 55.3846 | 57.5758 | 53.125 | 55.3846 | 57.5758 | 53.125 |
Ratio Avg Win / Avg Loss | 1.9978 | 2.4116 | 1.335 | 0.9803 | 0.9511 | 0.9849 |
Largest Winning Trade | 215834 | 215834 | 66565 | 1404801 | 1404801 | 644603 |
Largest Losing Trade | -54597 | -54597 | -24587 | -989144 | -989144 | -838940 |
Avg Bars in Trades | 135 | 142 | 127 | 135 | 142 | 127 |
Avg Bars in Winners | 166 | 163 | 170 | 166 | 163 | 170 |
Avg Bars in Losers | 95 | 113 | 78 | 95 | 113 | 78 |
Bars Traded | 8786 | 4700 | 4086 | 8786 | 4700 | 4086 |
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 | -122023 | 555049 | -138475 | -169627 | -46571 | -200334 |
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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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