Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746147.6416 | 695683.5368 | 50464.1049 | 1339365.1969 | 878546.4684 | 460818.7285 |
Total P&L (%) | 746.1476 | 695.6835 | 50.4641 | 1339.3652 | 878.5465 | 460.8187 |
Avg Daily Profit (%) | 0.4014 | 0.3742 | 0.0271 | 0.1436 | 0.1228 | 0.0928 |
Buy And Hold Return (%) | 172.6651 | 172.6651 | 172.6651 | 172.6651 | 172.6651 | 172.6651 |
Max Trade Drawdown | -77963 | -61608 | -79496 | -1351663 | -984131 | -952039 |
Profit Factor | 2.1206 | 3.4411 | 1.1325 | 1.2453 | 1.3189 | 1.1704 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 40.367 | 40 | 40.7407 | 40.367 | 40 | 40.7407 |
Ratio Avg Win / Avg Loss | 3.1327 | 5.1616 | 1.6473 | 1.8397 | 1.9783 | 1.7024 |
Largest Winning Trade | 325514 | 325514 | 75806 | 749334 | 749334 | 678539 |
Largest Losing Trade | -39837 | -27730 | -39837 | -583296 | -352842 | -583296 |
Avg Bars in Trades | 99 | 92 | 106 | 99 | 92 | 106 |
Avg Bars in Winners | 172 | 157 | 186 | 172 | 157 | 186 |
Avg Bars in Losers | 50 | 48 | 51 | 50 | 48 | 51 |
Bars Traded | 10842 | 5078 | 5764 | 10842 | 5078 | 5764 |
Profit Streak | 0 | 0 | 169.4756 | 0 | 0 | 169.4756 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302358 | -170032 | -578326 | -3577 | -212604 | -286725 |
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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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