Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496357.2232 | 446851.7052 | 49505.5181 | 393107.0982 | 122555.6069 | 270551.4913 |
Total P&L (%) | 496.3572 | 446.8517 | 49.5055 | 393.1071 | 122.5556 | 270.5515 |
Avg Daily Profit (%) | 0.2668 | 0.2402 | 0.0266 | 0.0858 | 0.043 | 0.0704 |
Buy And Hold Return (%) | 80.2686 | 80.2686 | 80.2686 | 80.2686 | 80.2686 | 80.2686 |
Max Trade Drawdown | -124676 | -100017 | -125549 | -640861 | -539841 | -322038 |
Profit Factor | 1.8766 | 2.5533 | 1.1777 | 1.1711 | 1.097 | 1.2617 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 43.0108 | 40.4255 | 45.6522 | 43.0108 | 40.4255 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.4865 | 3.7628 | 1.402 | 1.5517 | 1.6166 | 1.5021 |
Largest Winning Trade | 215153 | 215153 | 65771 | 342258 | 239184 | 342258 |
Largest Losing Trade | -37306 | -22158 | -37306 | -175322 | -175322 | -125393 |
Avg Bars in Trades | 115 | 107 | 124 | 115 | 107 | 124 |
Avg Bars in Winners | 180 | 172 | 187 | 180 | 172 | 187 |
Avg Bars in Losers | 67 | 62 | 72 | 67 | 62 | 72 |
Bars Traded | 10773 | 5030 | 5743 | 10773 | 5030 | 5743 |
Profit Streak | 0 | 0 | 52.8694 | 0 | 0 | 52.8694 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314630 | 296457 | -349206 | -113526 | -261907 | -101779 |
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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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