Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600293.7116 | 503907.8752 | 96385.8364 | 1406878.5483 | 187564.5876 | 1219313.9606 |
Total P&L (%) | 600.2937 | 503.9079 | 96.3858 | 1406.8785 | 187.5646 | 1219.314 |
Avg Daily Profit (%) | 0.3237 | 0.2717 | 0.052 | 0.1464 | 0.057 | 0.1392 |
Buy And Hold Return (%) | 76.0452 | 76.0452 | 76.0452 | 76.0452 | 76.0452 | 76.0452 |
Max Trade Drawdown | -122220 | -81258 | -108155 | -2040854 | -1490977 | -1184496 |
Profit Factor | 1.8106 | 2.4137 | 1.2509 | 1.1364 | 1.0337 | 1.2568 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 43.6508 | 39.6825 | 47.619 | 43.6508 | 39.6825 | 47.619 |
Ratio Avg Win / Avg Loss | 2.3373 | 3.6688 | 1.376 | 1.467 | 1.5712 | 1.3825 |
Largest Winning Trade | 151511 | 151511 | 48660 | 879066 | 827462 | 879066 |
Largest Losing Trade | -32087 | -25118 | -32087 | -674570 | -674570 | -578001 |
Avg Bars in Trades | 41 | 35 | 48 | 41 | 35 | 48 |
Avg Bars in Winners | 63 | 49 | 74 | 63 | 49 | 74 |
Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
Bars Traded | 5286 | 2229 | 3057 | 5286 | 2229 | 3057 |
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 | 374196 | -137970 | -353898 | -69819 | -453928 | -154590 |
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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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