Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098563.9464 | 1003223.9644 | 95339.9819 | 782003.364 | 449861.2591 | 332142.1048 |
Total P&L (%) | 1098.5639 | 1003.224 | 95.34 | 782.0034 | 449.8613 | 332.1421 |
Avg Daily Profit (%) | 0.4939 | 0.451 | 0.0429 | 0.0979 | 0.0767 | 0.0658 |
Buy And Hold Return (%) | 210.1317 | 210.1317 | 210.1317 | 210.1317 | 210.1317 | 210.1317 |
Max Trade Drawdown | -123058 | -58985 | -169386 | -317070 | -330693 | -278626 |
Profit Factor | 2.5463 | 4.4511 | 1.2271 | 1.4011 | 1.4993 | 1.3167 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 51.7241 | 51.3889 | 52.0548 | 51.7241 | 51.3889 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.3766 | 4.2105 | 1.1303 | 1.3077 | 1.4183 | 1.2127 |
Largest Winning Trade | 718832 | 718832 | 51695 | 334435 | 107634 | 334435 |
Largest Losing Trade | -91257 | -32760 | -91257 | -207395 | -207395 | -128617 |
Avg Bars in Trades | 44 | 45 | 42 | 44 | 45 | 42 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 29 | 30 | 27 | 29 | 30 | 27 |
Bars Traded | 6423 | 3308 | 3115 | 6423 | 3308 | 3115 |
Profit Streak | 0 | 129.1398 | 0 | 0 | 129.1398 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533879 | -61818 | -373487 | -62989 | -173102 | -186235 |
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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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