Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597633.0784 | 479586.8852 | 118046.1932 | 1415914.0326 | 473938.5491 | 941975.4835 |
Total P&L (%) | 597.6331 | 479.5869 | 118.0462 | 1415.914 | 473.9385 | 941.9755 |
Avg Daily Profit (%) | 0.3512 | 0.2819 | 0.0694 | 0.1599 | 0.1027 | 0.1378 |
Buy And Hold Return (%) | 135.3346 | 135.3346 | 135.3346 | 135.3346 | 135.3346 | 135.3346 |
Max Trade Drawdown | -107137 | -57225 | -23050 | -1101380 | -770376 | -331004 |
Profit Factor | 2.6903 | 3.3255 | 1.8012 | 1.4929 | 1.2449 | 2.0049 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 51.5625 | 46.875 | 56.25 | 51.5625 | 46.875 | 56.25 |
Ratio Avg Win / Avg Loss | 2.5273 | 3.7689 | 1.401 | 1.4025 | 1.4109 | 1.5593 |
Largest Winning Trade | 236732 | 236732 | 43848 | 528143 | 528143 | 337116 |
Largest Losing Trade | -57225 | -57225 | -49912 | -480476 | -480476 | -299364 |
Avg Bars in Trades | 102 | 111 | 93 | 102 | 111 | 93 |
Avg Bars in Winners | 132 | 146 | 120 | 132 | 146 | 120 |
Avg Bars in Losers | 70 | 80 | 58 | 70 | 80 | 58 |
Bars Traded | 6552 | 3556 | 2996 | 6552 | 3556 | 2996 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130686 | 388928 | -262996 | -134339 | -59974 | -4044 |
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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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