Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766952.5372 | 702967.718 | 63984.8191 | 1342347.6579 | 1009311.0397 | 333036.6182 |
Total P&L (%) | 766.9525 | 702.9677 | 63.9848 | 1342.3477 | 1009.311 | 333.0366 |
Avg Daily Profit (%) | 0.3067 | 0.2811 | 0.0256 | 0.1068 | 0.0963 | 0.0586 |
Buy And Hold Return (%) | 229.6526 | 229.6526 | 229.6526 | 229.6526 | 229.6526 | 229.6526 |
Max Trade Drawdown | -120903 | -119145 | -60198 | -1422391 | -1126686 | -459147 |
Profit Factor | 1.9133 | 2.5455 | 1.1662 | 1.3089 | 1.3969 | 1.1847 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 44.5783 | 42.1687 | 46.988 | 44.5783 | 42.1687 | 46.988 |
Ratio Avg Win / Avg Loss | 2.3787 | 3.491 | 1.3157 | 1.6273 | 1.9157 | 1.3366 |
Largest Winning Trade | 383994 | 383994 | 45748 | 776177 | 776177 | 388430 |
Largest Losing Trade | -60198 | -40948 | -60198 | -665211 | -665211 | -330440 |
Avg Bars in Trades | 43 | 45 | 42 | 43 | 45 | 42 |
Avg Bars in Winners | 63 | 67 | 59 | 63 | 67 | 59 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 7286 | 3776 | 3509 | 7286 | 3776 | 3509 |
Profit Streak | 0 | 0 | 50.5532 | 0 | 0 | 50.5532 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307232 | 257376 | -363083 | -50790 | -67503 | -158611 |
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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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