Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523730.9923 | 417208.0369 | 106522.9554 | 1695150.9739 | 1188914.7079 | 506236.2661 |
Total P&L (%) | 523.731 | 417.208 | 106.523 | 1695.151 | 1188.9147 | 506.2363 |
Avg Daily Profit (%) | 0.2856 | 0.2275 | 0.0581 | 0.1576 | 0.1395 | 0.0983 |
Buy And Hold Return (%) | 172.2321 | 172.2321 | 172.2321 | 172.2321 | 172.2321 | 172.2321 |
Max Trade Drawdown | -76164 | -41502 | -57335 | -809358 | -354251 | -481049 |
Profit Factor | 2.005 | 2.9601 | 1.3455 | 1.9278 | 2.4446 | 1.5042 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 59.6639 | 61.6667 | 57.6271 | 59.6639 | 61.6667 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.3555 | 1.8401 | 0.9894 | 1.3033 | 1.5196 | 1.106 |
Largest Winning Trade | 58342 | 58342 | 45968 | 500656 | 500656 | 394946 |
Largest Losing Trade | -76164 | -24639 | -76164 | -313900 | -190912 | -313900 |
Avg Bars in Trades | 87 | 79 | 97 | 87 | 79 | 97 |
Avg Bars in Winners | 85 | 60 | 112 | 85 | 60 | 112 |
Avg Bars in Losers | 91 | 108 | 75 | 91 | 108 | 75 |
Bars Traded | 10471 | 4745 | 5726 | 10471 | 4745 | 5726 |
Profit Streak | 0 | 0 | 77.7091 | 0 | 0 | 77.7091 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358634 | -158231 | -457158 | 424573 | -169449 | -237848 |
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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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