Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938321.2437 | 887098.5444 | 51222.6993 | 1212306.5772 | 607901.8868 | 604404.6904 |
Total P&L (%) | 938.3212 | 887.0985 | 51.2227 | 1212.3066 | 607.9019 | 604.4047 |
Avg Daily Profit (%) | 0.4981 | 0.4709 | 0.0272 | 0.1368 | 0.104 | 0.1037 |
Buy And Hold Return (%) | 343.2826 | 343.2826 | 343.2826 | 343.2826 | 343.2826 | 343.2826 |
Max Trade Drawdown | -94777 | -66718 | -102508 | -2676763 | -2217142 | -1302748 |
Profit Factor | 2.5709 | 4.3082 | 1.1556 | 1.1023 | 1.0958 | 1.1097 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 61.7021 | 61.7021 | 61.7021 | 61.7021 | 61.7021 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.5957 | 2.674 | 0.7173 | 0.6842 | 0.6802 | 0.6888 |
Largest Winning Trade | 592131 | 592131 | 38188 | 1149366 | 1149366 | 736061 |
Largest Losing Trade | -60510 | -44378 | -60510 | -1710105 | -1710105 | -1000616 |
Avg Bars in Trades | 75 | 76 | 74 | 75 | 76 | 74 |
Avg Bars in Winners | 82 | 85 | 79 | 82 | 85 | 79 |
Avg Bars in Losers | 64 | 62 | 67 | 64 | 62 | 67 |
Bars Traded | 7112 | 3596 | 3516 | 7112 | 3596 | 3516 |
Profit Streak | 0 | 91.5472 | 0 | 0 | 91.5472 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500655 | 601841 | -371750 | -120633 | -176465 | -162557 |
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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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