Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100356.1283 | 1078649.3181 | 21706.8102 | 527557.5304 | 172825.6739 | 354731.8565 |
Total P&L (%) | 1100.3561 | 1078.6493 | 21.7068 | 527.5575 | 172.8257 | 354.7319 |
Avg Daily Profit (%) | 0.5867 | 0.5751 | 0.0116 | 0.098 | 0.0535 | 0.0808 |
Buy And Hold Return (%) | 234.611 | 234.611 | 234.611 | 234.611 | 234.611 | 234.611 |
Max Trade Drawdown | -147112 | -110130 | -112987 | -748544 | -946024 | -313175 |
Profit Factor | 2.9878 | 5.2341 | 1.0726 | 1.1791 | 1.1042 | 1.2755 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 46.988 | 41.4634 | 52.381 | 46.988 | 41.4634 | 52.381 |
Ratio Avg Win / Avg Loss | 3.3708 | 7.3893 | 0.9751 | 1.3303 | 1.5589 | 1.1595 |
Largest Winning Trade | 776793 | 776793 | 60588 | 809435 | 809435 | 390498 |
Largest Losing Trade | -66452 | -35718 | -66452 | -239125 | -239125 | -186677 |
Avg Bars in Trades | 88 | 73 | 102 | 88 | 73 | 102 |
Avg Bars in Winners | 134 | 117 | 147 | 134 | 117 | 147 |
Avg Bars in Losers | 46 | 42 | 52 | 46 | 42 | 52 |
Bars Traded | 7310 | 3010 | 4300 | 7310 | 3010 | 4300 |
Profit Streak | 0 | 55.8049 | 0 | 0 | 55.8049 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467696 | 547825 | -485085 | -92952 | -394264 | -94947 |
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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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