Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463018.8832 | 365552.2228 | 97466.6603 | 1896453.7303 | 1413049.392 | 483404.3383 |
Total P&L (%) | 463.0189 | 365.5522 | 97.4667 | 1896.4537 | 1413.0494 | 483.4043 |
Avg Daily Profit (%) | 0.2463 | 0.1945 | 0.0519 | 0.1594 | 0.1446 | 0.0939 |
Buy And Hold Return (%) | 186.7827 | 186.7827 | 186.7827 | 186.7827 | 186.7827 | 186.7827 |
Max Trade Drawdown | -84266 | -75379 | -71084 | -538627 | -386826 | -690949 |
Profit Factor | 1.959 | 2.8882 | 1.337 | 1.4547 | 1.8364 | 1.1949 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 50.3759 | 50 | 50.7463 | 50.3759 | 50 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.9298 | 2.8882 | 1.2977 | 1.433 | 1.8364 | 1.1597 |
Largest Winning Trade | 111330 | 111330 | 32051 | 397601 | 397601 | 329132 |
Largest Losing Trade | -26080 | -21262 | -26080 | -247107 | -231370 | -247107 |
Avg Bars in Trades | 82 | 81 | 84 | 82 | 81 | 84 |
Avg Bars in Winners | 100 | 106 | 95 | 100 | 106 | 95 |
Avg Bars in Losers | 64 | 56 | 73 | 64 | 56 | 73 |
Bars Traded | 11026 | 5355 | 5671 | 11026 | 5355 | 5671 |
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 | 303955 | -118267 | -405720 | 328371 | -120237 | -193888 |
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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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