Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059254.2609 | 994141.1344 | 65113.1265 | 699985.5891 | 274894.5454 | 425091.0438 |
Total P&L (%) | 1059.2543 | 994.1411 | 65.1131 | 699.9856 | 274.8945 | 425.091 |
Avg Daily Profit (%) | 0.5716 | 0.5365 | 0.0351 | 0.1123 | 0.0713 | 0.0895 |
Buy And Hold Return (%) | 72.5089 | 72.5089 | 72.5089 | 72.5089 | 72.5089 | 72.5089 |
Max Trade Drawdown | -96240 | -104374 | -64772 | -823066 | -920218 | -367105 |
Profit Factor | 2.7578 | 4.1182 | 1.2295 | 1.1554 | 1.1053 | 1.2246 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 52.4272 | 53.8462 | 50.9804 | 52.4272 | 53.8462 | 50.9804 |
Ratio Avg Win / Avg Loss | 2.5025 | 3.5299 | 1.1822 | 1.0484 | 0.9474 | 1.1775 |
Largest Winning Trade | 909020 | 909020 | 62399 | 614127 | 614127 | 447379 |
Largest Losing Trade | -40403 | -33433 | -40403 | -281591 | -281591 | -275422 |
Avg Bars in Trades | 33 | 22 | 45 | 33 | 22 | 45 |
Avg Bars in Winners | 45 | 27 | 65 | 45 | 27 | 65 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 3483 | 1179 | 2304 | 3483 | 1179 | 2304 |
Profit Streak | 0 | 0 | 50.8199 | 0 | 0 | 50.8199 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614362 | -161216 | -491018 | -91651 | -385740 | -253496 |
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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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