Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773709.2488 | 701176.6051 | 72532.6437 | 2088423.1022 | 1952131.7285 | 136291.3737 |
Total P&L (%) | 773.7092 | 701.1766 | 72.5326 | 2088.4231 | 1952.1317 | 136.2914 |
Avg Daily Profit (%) | 0.419 | 0.3797 | 0.0393 | 0.1673 | 0.1638 | 0.0466 |
Buy And Hold Return (%) | 120.8103 | 120.8103 | 120.8103 | 120.8103 | 120.8103 | 120.8103 |
Max Trade Drawdown | -109580 | -83460 | -79495 | -4620916 | -2437154 | -2831936 |
Profit Factor | 2.1294 | 3.4951 | 1.1795 | 1.1542 | 1.347 | 1.0172 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 35.7724 | 35.4839 | 36.0656 | 35.7724 | 35.4839 | 36.0656 |
Ratio Avg Win / Avg Loss | 3.8233 | 6.3546 | 2.091 | 2.0723 | 2.449 | 1.8032 |
Largest Winning Trade | 325762 | 325762 | 75098 | 1951922 | 1951922 | 1476448 |
Largest Losing Trade | -42870 | -23537 | -42870 | -1906846 | -536863 | -1906846 |
Avg Bars in Trades | 88 | 82 | 94 | 88 | 82 | 94 |
Avg Bars in Winners | 178 | 158 | 198 | 178 | 158 | 198 |
Avg Bars in Losers | 37 | 40 | 35 | 37 | 40 | 35 |
Bars Traded | 10848 | 5099 | 5749 | 10848 | 5099 | 5749 |
Profit Streak | 0 | 0 | 159.9128 | 0 | 0 | 159.9128 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300811 | -144641 | -494172 | -47277 | -150893 | -623120 |
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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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