Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827830.0113 | 720804.9595 | 107025.0518 | 2416596.2277 | 2159331.9445 | 257264.2832 |
Total P&L (%) | 827.83 | 720.805 | 107.0251 | 2416.5962 | 2159.3319 | 257.2643 |
Avg Daily Profit (%) | 0.4482 | 0.3903 | 0.0579 | 0.1748 | 0.1689 | 0.069 |
Buy And Hold Return (%) | 191.9131 | 191.9131 | 191.9131 | 191.9131 | 191.9131 | 191.9131 |
Max Trade Drawdown | -110612 | -89849 | -52316 | -913577 | -810891 | -793611 |
Profit Factor | 2.5437 | 3.3253 | 1.473 | 1.3634 | 1.594 | 1.0853 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 50.4274 | 45.7627 | 55.1724 | 50.4274 | 45.7627 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.5006 | 3.9411 | 1.1968 | 1.3403 | 1.8892 | 0.8818 |
Largest Winning Trade | 530823 | 530823 | 51727 | 868636 | 868636 | 809464 |
Largest Losing Trade | -29939 | -24603 | -29939 | -650226 | -341108 | -650226 |
Avg Bars in Trades | 45 | 45 | 44 | 45 | 45 | 44 |
Avg Bars in Winners | 66 | 70 | 63 | 66 | 70 | 63 |
Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
Bars Traded | 5311 | 2704 | 2607 | 5311 | 2704 | 2607 |
Profit Streak | 0 | 0 | 57.0456 | 0 | 0 | 57.0456 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483521 | -164745 | -459006 | 311742 | -167564 | -467845 |
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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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