Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644276.1316 | 552825.5049 | 91450.6267 | 1237143.6252 | 789858.5636 | 447285.0616 |
Total P&L (%) | 644.2761 | 552.8255 | 91.4506 | 1237.1436 | 789.8586 | 447.2851 |
Avg Daily Profit (%) | 0.3487 | 0.2992 | 0.0495 | 0.1404 | 0.1184 | 0.092 |
Buy And Hold Return (%) | 85.6505 | 85.6505 | 85.6505 | 85.6505 | 85.6505 | 85.6505 |
Max Trade Drawdown | -153947 | -96188 | -102204 | -992281 | -497159 | -723318 |
Profit Factor | 2.0745 | 2.7155 | 1.3297 | 1.3501 | 1.4048 | 1.2826 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 44.7059 | 46.5116 | 42.8571 | 44.7059 | 46.5116 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.5658 | 3.1229 | 1.7729 | 1.6699 | 1.6156 | 1.7101 |
Largest Winning Trade | 228474 | 228474 | 68537 | 502640 | 502640 | 289423 |
Largest Losing Trade | -44214 | -37091 | -44214 | -496498 | -211576 | -496498 |
Avg Bars in Trades | 120 | 94 | 147 | 120 | 94 | 147 |
Avg Bars in Winners | 176 | 112 | 247 | 176 | 112 | 247 |
Avg Bars in Losers | 74 | 78 | 71 | 74 | 78 | 71 |
Bars Traded | 10237 | 4058 | 6179 | 10237 | 4058 | 6179 |
Profit Streak | 0 | 0 | 315.2485 | 0 | 0 | 315.2485 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411153 | 446302 | -271534 | -5461 | -34026 | -71572 |
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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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