Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710850.5937 | 622040.4314 | 88810.1623 | 1092880.9016 | 881205.0512 | 211675.8505 |
Total P&L (%) | 710.8506 | 622.0404 | 88.8102 | 1092.8809 | 881.2051 | 211.6759 |
Avg Daily Profit (%) | 0.3853 | 0.3372 | 0.0481 | 0.1345 | 0.1239 | 0.0616 |
Buy And Hold Return (%) | 157.2011 | 157.2011 | 157.2011 | 157.2011 | 157.2011 | 157.2011 |
Max Trade Drawdown | -158810 | -98374 | -99314 | -799758 | -444692 | -870172 |
Profit Factor | 1.987 | 2.8776 | 1.2284 | 1.3522 | 1.6504 | 1.1211 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 59.1241 | 55.0725 | 63.2353 | 59.1241 | 55.0725 | 63.2353 |
Ratio Avg Win / Avg Loss | 1.3738 | 2.3475 | 0.7142 | 0.9348 | 1.3464 | 0.6518 |
Largest Winning Trade | 409785 | 409785 | 50562 | 334719 | 334719 | 283845 |
Largest Losing Trade | -56148 | -56148 | -48433 | -344570 | -262236 | -344570 |
Avg Bars in Trades | 77 | 76 | 78 | 77 | 76 | 78 |
Avg Bars in Winners | 78 | 84 | 73 | 78 | 84 | 73 |
Avg Bars in Losers | 76 | 66 | 88 | 76 | 66 | 88 |
Bars Traded | 10647 | 5281 | 5366 | 10647 | 5281 | 5366 |
Profit Streak | 0 | 0 | 51.466 | 0 | 0 | 51.466 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434629 | -88579 | -403318 | -12856 | -127179 | -364526 |
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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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