Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659403.1352 | 599846.533 | 59556.6022 | 887104.4213 | 737278.6459 | 149825.7754 |
Total P&L (%) | 659.4031 | 599.8465 | 59.5566 | 887.1044 | 737.2786 | 149.8258 |
Avg Daily Profit (%) | 0.3589 | 0.3264 | 0.0324 | 0.1247 | 0.1157 | 0.0498 |
Buy And Hold Return (%) | 94.5408 | 94.5408 | 94.5408 | 94.5408 | 94.5408 | 94.5408 |
Max Trade Drawdown | -84937 | -107665 | -68543 | -392766 | -425311 | -270765 |
Profit Factor | 2.2202 | 3.226 | 1.2198 | 1.4929 | 1.7806 | 1.1752 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 51.9685 | 50 | 53.9683 | 51.9685 | 50 | 53.9683 |
Ratio Avg Win / Avg Loss | 2.052 | 3.226 | 1.0404 | 1.3798 | 1.7806 | 1.0024 |
Largest Winning Trade | 484757 | 484757 | 46079 | 324513 | 324513 | 162300 |
Largest Losing Trade | -40161 | -40161 | -39264 | -228278 | -228278 | -104190 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 32 | 29 | 35 | 32 | 29 | 35 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 3504 | 1581 | 1923 | 3504 | 1581 | 1923 |
Profit Streak | 79.994 | 95.494 | 0 | 79.994 | 95.494 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541132 | -123095 | -461940 | -23456 | -172673 | -309985 |
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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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