Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739370.2743 | 729727.7445 | 9642.5298 | 138766.0714 | 43528.7407 | 95237.3307 |
Total P&L (%) | 739.3703 | 729.7277 | 9.6425 | 138.7661 | 43.5287 | 95.2373 |
Avg Daily Profit (%) | 0.4024 | 0.3971 | 0.0052 | 0.0474 | 0.0197 | 0.0364 |
Buy And Hold Return (%) | 113.7735 | 113.7735 | 113.7735 | 113.7735 | 113.7735 | 113.7735 |
Max Trade Drawdown | -171549 | -152130 | -119955 | -1122233 | -978828 | -372046 |
Profit Factor | 2.06 | 2.8975 | 1.0308 | 1.0556 | 1.0272 | 1.1059 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 47.7612 | 46.2687 | 49.2537 | 47.7612 | 46.2687 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.2531 | 3.3649 | 1.062 | 1.1545 | 1.1929 | 1.1394 |
Largest Winning Trade | 696861 | 696861 | 41373 | 561479 | 561479 | 188481 |
Largest Losing Trade | -47365 | -47365 | -31798 | -556310 | -556310 | -169708 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 33 | 28 | 37 | 33 | 28 | 37 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 3542 | 1630 | 1912 | 3542 | 1630 | 1912 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472010 | -103267 | -654912 | -386717 | -641058 | -530736 |
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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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