Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755213.4754 | 727276.2059 | 27937.2695 | 629059.4248 | 527633.0696 | 101426.3553 |
Total P&L (%) | 755.2135 | 727.2762 | 27.9373 | 629.0594 | 527.6331 | 101.4264 |
Avg Daily Profit (%) | 0.4095 | 0.3944 | 0.0151 | 0.1078 | 0.0996 | 0.038 |
Buy And Hold Return (%) | 168.4661 | 168.4661 | 168.4661 | 168.4661 | 168.4661 | 168.4661 |
Max Trade Drawdown | -122280 | -71400 | -77075 | -379976 | -218430 | -222847 |
Profit Factor | 2.3467 | 4.0573 | 1.0865 | 1.4043 | 1.7914 | 1.114 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 42.963 | 45.5882 | 40.2985 | 42.963 | 45.5882 | 40.2985 |
Ratio Avg Win / Avg Loss | 3.1155 | 4.8425 | 1.6097 | 1.8643 | 2.1381 | 1.6504 |
Largest Winning Trade | 622198 | 622198 | 51766 | 288999 | 189078 | 288999 |
Largest Losing Trade | -35500 | -18118 | -35500 | -146398 | -77620 | -146398 |
Avg Bars in Trades | 155 | 148 | 163 | 155 | 148 | 163 |
Avg Bars in Winners | 276 | 255 | 301 | 276 | 255 | 301 |
Avg Bars in Losers | 64 | 58 | 70 | 64 | 58 | 70 |
Bars Traded | 21010 | 10069 | 10941 | 21010 | 10069 | 10941 |
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 | 364528 | -96311 | -583356 | -51688 | -170294 | -522653 |
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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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