Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780262.7889 | 705917.7196 | 74345.0693 | 950427.5909 | 360560.3125 | 589867.2784 |
Total P&L (%) | 780.2628 | 705.9177 | 74.3451 | 950.4276 | 360.5603 | 589.8673 |
Avg Daily Profit (%) | 0.4255 | 0.385 | 0.0405 | 0.1283 | 0.0833 | 0.1054 |
Buy And Hold Return (%) | 170.2748 | 170.2748 | 170.2748 | 170.2748 | 170.2748 | 170.2748 |
Max Trade Drawdown | -118186 | -84358 | -84765 | -2091496 | -1873697 | -1320127 |
Profit Factor | 2.1209 | 2.9855 | 1.2183 | 1.0856 | 1.0604 | 1.115 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 49.6183 | 48.4848 | 50.7692 | 49.6183 | 48.4848 | 50.7692 |
Ratio Avg Win / Avg Loss | 2.1536 | 3.172 | 1.1814 | 1.1023 | 1.1267 | 1.0812 |
Largest Winning Trade | 544019 | 544019 | 46988 | 1185016 | 1185016 | 668634 |
Largest Losing Trade | -44960 | -29429 | -44960 | -827075 | -574578 | -827075 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 7095 | 3569 | 3526 | 7095 | 3569 | 3526 |
Profit Streak | 0 | 0 | 42.2351 | 0 | 0 | 42.2351 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449743 | -111541 | -435971 | -148352 | -366660 | -279653 |
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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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