Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788625.5554 | 656612.1336 | 132013.4218 | 2033011.5324 | 1197773.2562 | 835238.2762 |
Total P&L (%) | 788.6256 | 656.6121 | 132.0134 | 2033.0115 | 1197.7733 | 835.2383 |
Avg Daily Profit (%) | 0.4288 | 0.357 | 0.0718 | 0.1665 | 0.1395 | 0.1216 |
Buy And Hold Return (%) | 111.0155 | 111.0155 | 111.0155 | 111.0155 | 111.0155 | 111.0155 |
Max Trade Drawdown | -94792 | -118531 | -73534 | -386463 | -339413 | -314213 |
Profit Factor | 2.6972 | 4.0798 | 1.525 | 2.1171 | 2.44 | 1.8453 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 62.1053 | 60.4167 | 63.8298 | 62.1053 | 60.4167 | 63.8298 |
Ratio Avg Win / Avg Loss | 1.6457 | 2.673 | 0.8641 | 1.2918 | 1.5986 | 1.0456 |
Largest Winning Trade | 477502 | 477502 | 35589 | 500880 | 500880 | 369726 |
Largest Losing Trade | -62717 | -40638 | -62717 | -314213 | -167031 | -314213 |
Avg Bars in Trades | 55 | 50 | 61 | 55 | 50 | 61 |
Avg Bars in Winners | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Losers | 78 | 64 | 93 | 78 | 64 | 93 |
Bars Traded | 5299 | 2421 | 2878 | 5299 | 2421 | 2878 |
Profit Streak | 0 | 0 | 78.7038 | 0 | 0 | 78.7038 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 610620 | 619761 | -200990 | 449613 | -329 | -24566 |
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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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