Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521257.2411 | 412019.3707 | 109237.8704 | 2807339.2544 | 1966085.316 | 841253.9384 |
Total P&L (%) | 521.2572 | 412.0194 | 109.2379 | 2807.3393 | 1966.0853 | 841.2539 |
Avg Daily Profit (%) | 0.3692 | 0.2918 | 0.0774 | 0.2389 | 0.2147 | 0.1589 |
Buy And Hold Return (%) | 14.7059 | 14.7059 | 14.7059 | 14.7059 | 14.7059 | 14.7059 |
Max Trade Drawdown | -142358 | -145401 | -13376 | -1571183 | -1687766 | -128074 |
Profit Factor | 2.4929 | 2.3375 | 3.6568 | 1.8444 | 1.6671 | 3.2276 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Losing Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Profitability (%) | 66.2921 | 72.7273 | 60 | 66.2921 | 72.7273 | 60 |
Ratio Avg Win / Avg Loss | 1.2676 | 0.8766 | 2.4379 | 0.9378 | 0.6252 | 2.1518 |
Largest Winning Trade | 73058 | 73058 | 14527 | 659305 | 659305 | 224837 |
Largest Losing Trade | -53448 | -53448 | -10297 | -776318 | -776318 | -108590 |
Avg Bars in Trades | 56 | 111 | 2 | 56 | 111 | 2 |
Avg Bars in Winners | 29 | 52 | 2 | 29 | 52 | 2 |
Avg Bars in Losers | 108 | 266 | 2 | 108 | 266 | 2 |
Bars Traded | 5002 | 4888 | 114 | 5002 | 4888 | 114 |
Profit Streak | 0 | 703.4496 | 0 | 0 | 703.4496 | 0 |
Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567039 | 521804 | -81204 | 421918 | 466506 | 557855 |
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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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