Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451243.9742 | 355102.6057 | 96141.3685 | 2225481.229 | 2105587.4327 | 119893.7963 |
Total P&L (%) | 451.244 | 355.1026 | 96.1414 | 2225.4812 | 2105.5874 | 119.8938 |
Avg Daily Profit (%) | 0.5133 | 0.4039 | 0.1094 | 0.3585 | 0.3525 | 0.0897 |
Buy And Hold Return (%) | 233.6951 | 233.6951 | 233.6951 | 233.6951 | 233.6951 | 233.6951 |
Max Trade Drawdown | -88100 | -53245 | -70390 | -1476749 | -368504 | -1356472 |
Profit Factor | 1.9186 | 2.8939 | 1.3165 | 1.4574 | 2.2742 | 1.0373 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 56.4356 | 52.4752 | 60.396 | 56.4356 | 52.4752 | 60.396 |
Ratio Avg Win / Avg Loss | 1.481 | 2.6209 | 0.8633 | 1.125 | 2.0597 | 0.6802 |
Largest Winning Trade | 53743 | 53743 | 36322 | 1140693 | 1140693 | 314781 |
Largest Losing Trade | -40626 | -19027 | -40626 | -1283984 | -257802 | -1283984 |
Avg Bars in Trades | 25 | 23 | 26 | 25 | 23 | 26 |
Avg Bars in Winners | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 5073 | 2406 | 2667 | 5073 | 2406 | 2667 |
Profit Streak | 0 | 0 | 14.7085 | 0 | 0 | 14.7085 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275419 | 183982 | -211427 | 453880 | 503430 | -417349 |
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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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