Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767079.8668 | 754957.5228 | 12122.3441 | 249985.2903 | 140356.3523 | 109628.938 |
Total P&L (%) | 767.0799 | 754.9575 | 12.1223 | 249.9853 | 140.3564 | 109.6289 |
Avg Daily Profit (%) | 0.4183 | 0.4116 | 0.0066 | 0.0683 | 0.0478 | 0.0404 |
Buy And Hold Return (%) | 128.5738 | 128.5738 | 128.5738 | 128.5738 | 128.5738 | 128.5738 |
Max Trade Drawdown | -152871 | -139047 | -123213 | -882433 | -838289 | -409608 |
Profit Factor | 2.1787 | 3.1978 | 1.0395 | 1.1102 | 1.1008 | 1.1252 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 47.3282 | 46.1538 | 48.4848 | 47.3282 | 46.1538 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.4247 | 3.7307 | 1.1044 | 1.2356 | 1.2843 | 1.1955 |
Largest Winning Trade | 696861 | 696861 | 41373 | 561479 | 561479 | 206395 |
Largest Losing Trade | -45435 | -45435 | -31798 | -442640 | -442640 | -185838 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 3516 | 1602 | 1914 | 3516 | 1602 | 1914 |
Profit Streak | 0 | 92.3845 | 0 | 0 | 92.3845 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466016 | -117010 | -651394 | -208672 | -508169 | -512094 |
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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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