Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822866.8749 | 757141.966 | 65724.909 | 1865876.6839 | 1159648.8713 | 706227.8126 |
Total P&L (%) | 822.8669 | 757.142 | 65.7249 | 1865.8767 | 1159.6489 | 706.2278 |
Avg Daily Profit (%) | 0.3274 | 0.3012 | 0.0261 | 0.1186 | 0.1008 | 0.0831 |
Buy And Hold Return (%) | 201.2071 | 201.2071 | 201.2071 | 201.2071 | 201.2071 | 201.2071 |
Max Trade Drawdown | -99574 | -94568 | -112788 | -1119133 | -1066060 | -686469 |
Profit Factor | 2.1373 | 3.074 | 1.1833 | 1.5439 | 1.5235 | 1.5813 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 47.8571 | 45.7143 | 50 | 47.8571 | 45.7143 | 50 |
Ratio Avg Win / Avg Loss | 2.3287 | 3.6504 | 1.1833 | 1.6822 | 1.8091 | 1.5813 |
Largest Winning Trade | 471466 | 471466 | 58857 | 1602402 | 1602402 | 530944 |
Largest Losing Trade | -33677 | -33677 | -29958 | -743271 | -743271 | -354141 |
Avg Bars in Trades | 52 | 60 | 43 | 52 | 60 | 43 |
Avg Bars in Winners | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Losers | 45 | 62 | 27 | 45 | 62 | 27 |
Bars Traded | 7316 | 4261 | 3055 | 7316 | 4261 | 3055 |
Profit Streak | 0 | 0 | 92.6499 | 0 | 0 | 92.6499 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381101 | -83782 | -436474 | -32082 | -152330 | -175275 |
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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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