Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305830.5893 | 227480.2447 | 78350.3446 | 558576.4963 | 219341.8705 | 339234.6258 |
Total P&L (%) | 305.8306 | 227.4802 | 78.3503 | 558.5765 | 219.3419 | 339.2346 |
Avg Daily Profit (%) | 0.1696 | 0.1261 | 0.0434 | 0.1046 | 0.0644 | 0.0821 |
Buy And Hold Return (%) | 37.7669 | 37.7669 | 37.7669 | 37.7669 | 37.7669 | 37.7669 |
Max Trade Drawdown | -66511 | -47664 | -50392 | -862047 | -566632 | -387830 |
Profit Factor | 1.686 | 1.9863 | 1.3641 | 1.2026 | 1.1373 | 1.2925 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 58.0153 | 59.0909 | 56.9231 | 58.0153 | 59.0909 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.2201 | 1.3751 | 1.0323 | 0.8703 | 0.7874 | 0.9781 |
Largest Winning Trade | 49667 | 49667 | 40181 | 259735 | 259735 | 204140 |
Largest Losing Trade | -39389 | -39389 | -33581 | -374986 | -374986 | -248123 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 27 | 28 | 27 | 27 | 28 | 27 |
Avg Bars in Losers | 23 | 15 | 30 | 23 | 15 | 30 |
Bars Traded | 3376 | 1519 | 1857 | 3376 | 1519 | 1857 |
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 | 399894 | -145341 | -271303 | -53478 | -301593 | -215488 |
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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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