Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411183.4969 | 282880.2261 | 128303.2707 | 1743483.7892 | 500364.8293 | 1243118.9599 |
Total P&L (%) | 411.1835 | 282.8802 | 128.3033 | 1743.4838 | 500.3648 | 1243.119 |
Avg Daily Profit (%) | 0.228 | 0.1569 | 0.0711 | 0.1617 | 0.0994 | 0.1441 |
Buy And Hold Return (%) | 31.3489 | 31.3489 | 31.3489 | 31.3489 | 31.3489 | 31.3489 |
Max Trade Drawdown | -74530 | -52635 | -59919 | -1894738 | -1334428 | -756332 |
Profit Factor | 2.0116 | 2.3381 | 1.6578 | 1.3074 | 1.15 | 1.5321 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 60.9023 | 61.194 | 60.6061 | 60.9023 | 61.194 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.2914 | 1.4827 | 1.0776 | 0.8393 | 0.7293 | 0.9959 |
Largest Winning Trade | 52791 | 52791 | 43280 | 604823 | 604823 | 464411 |
Largest Losing Trade | -44767 | -44767 | -26980 | -956564 | -956564 | -497163 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 23 | 19 | 27 | 23 | 19 | 27 |
Bars Traded | 3376 | 1548 | 1828 | 3376 | 1548 | 1828 |
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 | 454151 | -104357 | -220590 | 295800 | -231908 | -122902 |
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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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