Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520464.0984 | 420992.9505 | 99471.1479 | 1979030.2089 | 874170.4638 | 1104859.7451 |
Total P&L (%) | 520.4641 | 420.993 | 99.4711 | 1979.0302 | 874.1705 | 1104.8597 |
Avg Daily Profit (%) | 0.2818 | 0.2279 | 0.0539 | 0.1644 | 0.1233 | 0.1348 |
Buy And Hold Return (%) | 50.1854 | 50.1854 | 50.1854 | 50.1854 | 50.1854 | 50.1854 |
Max Trade Drawdown | -105822 | -120956 | -12895 | -2583581 | -2450169 | -196083 |
Profit Factor | 2.204 | 2.0773 | 3.3985 | 1.2921 | 1.1379 | 3.5278 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 73.2824 | 75.3846 | 71.2121 | 73.2824 | 75.3846 | 71.2121 |
Ratio Avg Win / Avg Loss | 0.8035 | 0.6783 | 1.3739 | 0.4711 | 0.3716 | 1.4261 |
Largest Winning Trade | 59062 | 59062 | 9871 | 607139 | 607139 | 147518 |
Largest Losing Trade | -68115 | -68115 | -12895 | -2450169 | -2450169 | -158625 |
Avg Bars in Trades | 52 | 103 | 2 | 52 | 103 | 2 |
Avg Bars in Winners | 19 | 36 | 2 | 19 | 36 | 2 |
Avg Bars in Losers | 143 | 309 | 3 | 143 | 309 | 3 |
Bars Traded | 6919 | 6740 | 179 | 6919 | 6740 | 179 |
Profit Streak | 0 | 89.7058 | 0 | 0 | 89.7058 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486655 | -117954 | -243771 | 340837 | -225435 | -128142 |
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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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