Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914327.3294 | 842999.1015 | 71328.228 | 1658481.5193 | 1349704.1809 | 308777.3383 |
Total P&L (%) | 914.3273 | 842.9991 | 71.3282 | 1658.4815 | 1349.7042 | 308.7773 |
Avg Daily Profit (%) | 0.4957 | 0.457 | 0.0387 | 0.1556 | 0.1451 | 0.0764 |
Buy And Hold Return (%) | 155.2706 | 155.2706 | 155.2706 | 155.2706 | 155.2706 | 155.2706 |
Max Trade Drawdown | -81121 | -52674 | -62436 | -420774 | -349339 | -496338 |
Profit Factor | 3.0371 | 5.1815 | 1.2885 | 1.6923 | 2.1848 | 1.2458 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.9697 | 45.4545 | 48.4848 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.429 | 6.2179 | 1.369 | 1.9107 | 2.6217 | 1.3237 |
Largest Winning Trade | 680129 | 680129 | 55954 | 686480 | 429956 | 686480 |
Largest Losing Trade | -32930 | -31843 | -32930 | -349339 | -349339 | -304879 |
Avg Bars in Trades | 161 | 152 | 170 | 161 | 152 | 170 |
Avg Bars in Winners | 235 | 223 | 245 | 235 | 223 | 245 |
Avg Bars in Losers | 97 | 93 | 100 | 97 | 93 | 100 |
Bars Traded | 10683 | 5042 | 5641 | 10683 | 5042 | 5641 |
Profit Streak | 0 | 0 | 85.6264 | 0 | 0 | 85.6264 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114330 | 551629 | -307064 | -119091 | 122641 | -98255 |
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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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