Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731413.0588 | 659259.0132 | 72154.0456 | 1014027.0448 | 808866.4995 | 205160.5453 |
Total P&L (%) | 731.4131 | 659.259 | 72.154 | 1014.027 | 808.8665 | 205.1605 |
Avg Daily Profit (%) | 0.2909 | 0.2622 | 0.0287 | 0.0959 | 0.0878 | 0.0444 |
Buy And Hold Return (%) | 283.9286 | 283.9286 | 283.9286 | 283.9286 | 283.9286 | 283.9286 |
Max Trade Drawdown | -117320 | -66772 | -146515 | -408858 | -403235 | -254346 |
Profit Factor | 2.1663 | 2.9878 | 1.2442 | 1.6626 | 1.8019 | 1.3932 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 54.6154 | 53.8462 | 55.3846 | 54.6154 | 53.8462 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.8001 | 2.5609 | 1.0023 | 1.3816 | 1.5445 | 1.1223 |
Largest Winning Trade | 422495 | 422495 | 30359 | 739469 | 739469 | 147070 |
Largest Losing Trade | -55147 | -34484 | -55147 | -246050 | -246050 | -108039 |
Avg Bars in Trades | 55 | 67 | 42 | 55 | 67 | 42 |
Avg Bars in Winners | 64 | 69 | 59 | 64 | 69 | 59 |
Avg Bars in Losers | 43 | 65 | 20 | 43 | 65 | 20 |
Bars Traded | 7170 | 4409 | 2761 | 7170 | 4409 | 2761 |
Profit Streak | 0 | 0 | 222.7202 | 0 | 0 | 222.7202 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374075 | -121648 | -450149 | -64102 | -206295 | -428323 |
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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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