Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676063.6071 | 597047.8622 | 79015.7449 | 1274982.886 | 3496345.2862 | -2221362.4002 |
Total P&L (%) | 676.0636 | 597.0479 | 79.0157 | 1274.9829 | 3496.3453 | -2221.3624 |
Avg Daily Profit (%) | 0.3727 | 0.3291 | 0.0436 | 0.1446 | 0.1977 | 0 |
Buy And Hold Return (%) | 186.4302 | 186.4302 | 186.4302 | 186.4302 | 186.4302 | 186.4302 |
Max Trade Drawdown | -145729 | -75927 | -101561 | -4672327 | -2833071 | -3191600 |
Profit Factor | 2.112 | 3.0404 | 1.2506 | 1.0989 | 1.4953 | 0.6192 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 62.6506 | 60.9756 | 64.2857 | 62.6506 | 60.9756 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.2591 | 1.9458 | 0.6948 | 0.6551 | 0.957 | 0.344 |
Largest Winning Trade | 158769 | 158769 | 64027 | 1798135 | 1798135 | 486513 |
Largest Losing Trade | -67032 | -34446 | -67032 | -1768163 | -1768163 | -1356828 |
Avg Bars in Trades | 125 | 100 | 150 | 125 | 100 | 150 |
Avg Bars in Winners | 115 | 66 | 160 | 115 | 66 | 160 |
Avg Bars in Losers | 143 | 152 | 132 | 143 | 152 | 132 |
Bars Traded | 10428 | 4100 | 6328 | 10428 | 4100 | 6328 |
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 | 378160 | 485154 | -300500 | -112483 | 327142 | -578882 |
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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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