Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945187.0566 | 884493.4419 | 60693.6147 | 2323304.0552 | 1312292.5959 | 1011011.4594 |
Total P&L (%) | 945.1871 | 884.4934 | 60.6936 | 2323.3041 | 1312.2926 | 1011.0115 |
Avg Daily Profit (%) | 0.3994 | 0.3738 | 0.0257 | 0.1348 | 0.112 | 0.1018 |
Buy And Hold Return (%) | 442.3601 | 442.3601 | 442.3601 | 442.3601 | 442.3601 | 442.3601 |
Max Trade Drawdown | -100434 | -131694 | -89882 | -2453325 | -2420195 | -939242 |
Profit Factor | 2.2405 | 3.1812 | 1.1703 | 1.2101 | 1.197 | 1.2299 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 51.9084 | 47.6923 | 56.0606 | 51.9084 | 47.6923 | 56.0606 |
Ratio Avg Win / Avg Loss | 2.0757 | 3.489 | 0.9172 | 1.1211 | 1.3129 | 0.964 |
Largest Winning Trade | 303635 | 303635 | 60742 | 1928441 | 1928441 | 681774 |
Largest Losing Trade | -44533 | -30741 | -44533 | -905266 | -905266 | -567545 |
Avg Bars in Trades | 69 | 86 | 52 | 69 | 86 | 52 |
Avg Bars in Winners | 86 | 113 | 62 | 86 | 113 | 62 |
Avg Bars in Losers | 51 | 61 | 40 | 51 | 61 | 40 |
Bars Traded | 9108 | 5618 | 3490 | 9108 | 5618 | 3490 |
Profit Streak | 17.2935 | 23.2935 | 17.2935 | 17.2935 | 23.2935 | 17.2935 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348876 | -123321 | -482096 | -12615 | -182060 | -186465 |
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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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