Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502516.0662 | 1500294.6874 | 2221.3788 | 605727.1693 | 131082.9913 | 474644.178 |
Total P&L (%) | 1502.5161 | 1500.2947 | 2.2214 | 605.7272 | 131.083 | 474.6442 |
Avg Daily Profit (%) | 0.6627 | 0.6617 | 0.001 | 0.0862 | 0.0369 | 0.0772 |
Buy And Hold Return (%) | 134.3284 | 134.3284 | 134.3284 | 134.3284 | 134.3284 | 134.3284 |
Max Trade Drawdown | -138404 | -45235 | -166834 | -624485 | -435923 | -312207 |
Profit Factor | 3.6706 | 7.2778 | 1.0069 | 1.2852 | 1.119 | 1.4643 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 44.0476 | 45.2381 | 42.8571 | 44.0476 | 45.2381 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.6627 | 8.8099 | 1.3425 | 1.6325 | 1.3545 | 1.9524 |
Largest Winning Trade | 1095920 | 1095920 | 62148 | 331933 | 331933 | 305394 |
Largest Losing Trade | -71444 | -45235 | -71444 | -309225 | -309225 | -211247 |
Avg Bars in Trades | 76 | 68 | 85 | 76 | 68 | 85 |
Avg Bars in Winners | 118 | 105 | 132 | 118 | 105 | 132 |
Avg Bars in Losers | 44 | 38 | 49 | 44 | 38 | 49 |
Bars Traded | 6462 | 2885 | 3577 | 6462 | 2885 | 3577 |
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 | 601994 | 673330 | -572988 | -80185 | -400791 | -93112 |
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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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