Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931795.0216 | 876699.7327 | 55095.2889 | 1741048.3822 | 1523504.9363 | 217543.446 |
Total P&L (%) | 931.795 | 876.6997 | 55.0953 | 1741.0484 | 1523.5049 | 217.5434 |
Avg Daily Profit (%) | 0.5011 | 0.4714 | 0.0296 | 0.1568 | 0.15 | 0.0622 |
Buy And Hold Return (%) | 161.6716 | 161.6716 | 161.6716 | 161.6716 | 161.6716 | 161.6716 |
Max Trade Drawdown | -81507 | -74495 | -78538 | -972728 | -916355 | -655202 |
Profit Factor | 2.072 | 3.0389 | 1.1254 | 1.2448 | 1.4318 | 1.0607 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 53.3835 | 52.2388 | 54.5455 | 53.3835 | 52.2388 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.8093 | 2.7784 | 0.9379 | 1.087 | 1.3091 | 0.8839 |
Largest Winning Trade | 412588 | 412588 | 80693 | 629389 | 629389 | 510682 |
Largest Losing Trade | -41439 | -36103 | -41439 | -528722 | -362510 | -528722 |
Avg Bars in Trades | 81 | 81 | 82 | 81 | 81 | 82 |
Avg Bars in Winners | 106 | 109 | 104 | 106 | 109 | 104 |
Avg Bars in Losers | 53 | 50 | 56 | 53 | 50 | 56 |
Bars Traded | 10897 | 5458 | 5439 | 10897 | 5458 | 5439 |
Profit Streak | 0 | 0 | 55.0466 | 0 | 0 | 55.0466 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522598 | -101278 | -526330 | 295397 | -107907 | -446672 |
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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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