Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577974.9645 | 498874.2456 | 79100.7189 | 1473560.3112 | 1417638.4577 | 55921.8535 |
Total P&L (%) | 577.975 | 498.8742 | 79.1007 | 1473.5603 | 1417.6385 | 55.9219 |
Avg Daily Profit (%) | 0.4094 | 0.3534 | 0.056 | 0.1954 | 0.1928 | 0.0315 |
Buy And Hold Return (%) | 45.0604 | 45.0604 | 45.0604 | 45.0604 | 45.0604 | 45.0604 |
Max Trade Drawdown | -115579 | -110046 | -52743 | -907932 | -736102 | -484500 |
Profit Factor | 2.1719 | 3.1144 | 1.3075 | 1.4225 | 1.7972 | 1.0327 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 49.2537 | 46.2687 | 52.2388 | 49.2537 | 46.2687 | 52.2388 |
Ratio Avg Win / Avg Loss | 2.2377 | 3.6167 | 1.1954 | 1.4656 | 2.0871 | 0.9442 |
Largest Winning Trade | 210558 | 210558 | 70150 | 1085419 | 1085419 | 251394 |
Largest Losing Trade | -24885 | -21319 | -24885 | -232608 | -178452 | -232608 |
Avg Bars in Trades | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Winners | 82 | 79 | 85 | 82 | 79 | 85 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 8100 | 3804 | 4296 | 8100 | 3804 | 4296 |
Profit Streak | 0 | 0 | 500.2209 | 0 | 0 | 500.2209 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504862 | -103526 | -241530 | 320247 | -107023 | -542877 |
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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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