Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606406.4199 | 463085.3916 | 143321.0283 | 4764054.4617 | 3613334.4049 | 1150720.0569 |
Total P&L (%) | 606.4064 | 463.0854 | 143.321 | 4764.0545 | 3613.3344 | 1150.7201 |
Avg Daily Profit (%) | 0.3226 | 0.2464 | 0.0762 | 0.2069 | 0.1925 | 0.1345 |
Buy And Hold Return (%) | 192.9764 | 192.9764 | 192.9764 | 192.9764 | 192.9764 | 192.9764 |
Max Trade Drawdown | -92444 | -95609 | -56532 | -1444137 | -1089938 | -774003 |
Profit Factor | 2.2803 | 2.9362 | 1.6113 | 1.8006 | 2.2163 | 1.3862 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 53.913 | 50.8772 | 56.8966 | 53.913 | 50.8772 | 56.8966 |
Ratio Avg Win / Avg Loss | 1.9493 | 2.8349 | 1.2207 | 1.5392 | 2.1398 | 1.0501 |
Largest Winning Trade | 144500 | 144500 | 31094 | 997317 | 997317 | 608557 |
Largest Losing Trade | -34926 | -24598 | -34926 | -704095 | -692534 | -704095 |
Avg Bars in Trades | 95 | 93 | 98 | 95 | 93 | 98 |
Avg Bars in Winners | 124 | 130 | 118 | 124 | 130 | 118 |
Avg Bars in Losers | 62 | 54 | 71 | 62 | 54 | 71 |
Bars Traded | 11028 | 5323 | 5705 | 11028 | 5323 | 5705 |
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 | 405180 | -170541 | -434142 | 443683 | -167750 | -192309 |
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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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