Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772193.8336 | 698408.5403 | 73785.2933 | 1189854.9222 | 878592.0345 | 311262.8878 |
Total P&L (%) | 772.1938 | 698.4085 | 73.7853 | 1189.8549 | 878.592 | 311.2629 |
Avg Daily Profit (%) | 0.3075 | 0.2781 | 0.0294 | 0.1019 | 0.0909 | 0.0563 |
Buy And Hold Return (%) | 226.6229 | 226.6229 | 226.6229 | 226.6229 | 226.6229 | 226.6229 |
Max Trade Drawdown | -152597 | -76068 | -82399 | -426374 | -290026 | -247793 |
Profit Factor | 2.0124 | 2.6381 | 1.2194 | 1.5911 | 1.6761 | 1.4362 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 59.2593 | 53.7313 | 64.7059 | 59.2593 | 53.7313 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.3835 | 2.2717 | 0.6651 | 1.0939 | 1.4433 | 0.7834 |
Largest Winning Trade | 359159 | 359159 | 41027 | 680252 | 680252 | 155719 |
Largest Losing Trade | -52780 | -47232 | -52780 | -247793 | -208375 | -247793 |
Avg Bars in Trades | 54 | 63 | 46 | 54 | 63 | 46 |
Avg Bars in Winners | 54 | 60 | 50 | 54 | 60 | 50 |
Avg Bars in Losers | 54 | 65 | 40 | 54 | 65 | 40 |
Bars Traded | 7398 | 4228 | 3170 | 7398 | 4228 | 3170 |
Profit Streak | 0 | 50.1348 | 0 | 0 | 50.1348 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377235 | -104933 | -428753 | -54284 | -187117 | -275305 |
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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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