Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839621.5047 | 777305.5024 | 62316.0022 | 1441795.981 | 1462592.4057 | -20796.4247 |
Total P&L (%) | 839.6215 | 777.3055 | 62.316 | 1441.796 | 1462.5924 | -20.7964 |
Avg Daily Profit (%) | 0.3353 | 0.3104 | 0.0249 | 0.1093 | 0.1098 | -0.0093 |
Buy And Hold Return (%) | 361.9113 | 361.9113 | 361.9113 | 361.9113 | 361.9113 | 361.9113 |
Max Trade Drawdown | -148576 | -82993 | -92321 | -3421875 | -2034761 | -1747890 |
Profit Factor | 2.4652 | 4.3031 | 1.1845 | 1.1469 | 1.3158 | 0.996 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 53.3981 | 53.8462 | 52.9412 | 53.3981 | 53.8462 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.1514 | 3.6884 | 1.0529 | 1.001 | 1.1278 | 0.8853 |
Largest Winning Trade | 472729 | 472729 | 39322 | 1884628 | 1884628 | 1020563 |
Largest Losing Trade | -46835 | -34597 | -46835 | -882518 | -882518 | -870296 |
Avg Bars in Trades | 69 | 75 | 63 | 69 | 75 | 63 |
Avg Bars in Winners | 87 | 88 | 87 | 87 | 88 | 87 |
Avg Bars in Losers | 48 | 59 | 37 | 48 | 59 | 37 |
Bars Traded | 7159 | 3900 | 3259 | 7159 | 3900 | 3259 |
Profit Streak | 0 | 0 | 83.8457 | 0 | 0 | 83.8457 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354636 | -169194 | -522077 | -107064 | -227495 | -759894 |
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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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