Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781299.0167 | 743559.2966 | 37739.7201 | 934278.1035 | 549395.5378 | 384882.5657 |
Total P&L (%) | 781.299 | 743.5593 | 37.7397 | 934.2781 | 549.3955 | 384.8826 |
Avg Daily Profit (%) | 0.422 | 0.4017 | 0.0204 | 0.1263 | 0.1011 | 0.0853 |
Buy And Hold Return (%) | 70.8327 | 70.8327 | 70.8327 | 70.8327 | 70.8327 | 70.8327 |
Max Trade Drawdown | -96394 | -64434 | -92274 | -1290224 | -653620 | -914313 |
Profit Factor | 2.0421 | 3.0761 | 1.0964 | 1.1978 | 1.2235 | 1.1698 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 35.2381 | 35.8491 | 34.6154 | 35.2381 | 35.8491 | 34.6154 |
Ratio Avg Win / Avg Loss | 3.7531 | 5.5045 | 2.071 | 2.2013 | 2.1895 | 2.2096 |
Largest Winning Trade | 362253 | 362253 | 72780 | 525412 | 525412 | 468826 |
Largest Losing Trade | -35297 | -25307 | -35297 | -419502 | -217621 | -419502 |
Avg Bars in Trades | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Winners | 138 | 132 | 143 | 138 | 132 | 143 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 7230 | 3598 | 3633 | 7230 | 3598 | 3633 |
Profit Streak | 0 | 0 | 143.3723 | 0 | 0 | 143.3723 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300802 | -169920 | -629481 | -31363 | -242405 | -297404 |
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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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