Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789481.7728 | 746173.591 | 43308.1818 | 749863.3399 | 704113.1472 | 45750.1927 |
Total P&L (%) | 789.4818 | 746.1736 | 43.3082 | 749.8633 | 704.1131 | 45.7502 |
Avg Daily Profit (%) | 0.4279 | 0.4044 | 0.0235 | 0.1161 | 0.113 | 0.0204 |
Buy And Hold Return (%) | 188.76 | 188.76 | 188.76 | 188.76 | 188.76 | 188.76 |
Max Trade Drawdown | -96400 | -114956 | -55870 | -357311 | -268191 | -179574 |
Profit Factor | 2.6924 | 4.3138 | 1.1795 | 1.6823 | 2.4156 | 1.0761 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 33.5878 | 31.8182 | 35.3846 | 33.5878 | 31.8182 | 35.3846 |
Ratio Avg Win / Avg Loss | 5.3236 | 9.2439 | 2.1538 | 3.3264 | 5.1762 | 1.965 |
Largest Winning Trade | 674399 | 674399 | 51939 | 431394 | 431394 | 163775 |
Largest Losing Trade | -28845 | -20929 | -28845 | -93312 | -52418 | -93312 |
Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Winners | 119 | 115 | 123 | 119 | 115 | 123 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 7063 | 3496 | 3567 | 7063 | 3496 | 3567 |
Profit Streak | 269.5329 | 269.5329 | 270.0329 | 269.5329 | 269.5329 | 270.0329 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303973 | -115365 | -485580 | -41332 | -169695 | -603407 |
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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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