Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339855.5609 | 1273441.915 | 66413.6459 | 518674.8363 | 212330.3968 | 306344.4395 |
Total P&L (%) | 1339.8556 | 1273.4419 | 66.4136 | 518.6748 | 212.3304 | 306.3444 |
Avg Daily Profit (%) | 0.7464 | 0.7094 | 0.037 | 0.1016 | 0.0635 | 0.0781 |
Buy And Hold Return (%) | 361.2359 | 361.2359 | 361.2359 | 361.2359 | 361.2359 | 361.2359 |
Max Trade Drawdown | -140971 | -90358 | -182242 | -531712 | -254990 | -321050 |
Profit Factor | 3.0744 | 6.3484 | 1.1629 | 1.2448 | 1.2618 | 1.2343 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 43.1193 | 40 | 46.2963 | 43.1193 | 40 | 46.2963 |
Ratio Avg Win / Avg Loss | 4.0556 | 9.5226 | 1.3489 | 1.6421 | 1.8927 | 1.4318 |
Largest Winning Trade | 994573 | 994573 | 68716 | 321671 | 178426 | 321671 |
Largest Losing Trade | -81021 | -23613 | -81021 | -276226 | -74534 | -276226 |
Avg Bars in Trades | 96 | 79 | 113 | 96 | 79 | 113 |
Avg Bars in Winners | 153 | 131 | 172 | 153 | 131 | 172 |
Avg Bars in Losers | 52 | 44 | 62 | 52 | 44 | 62 |
Bars Traded | 10490 | 4352 | 6138 | 10490 | 4352 | 6138 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493714 | -165668 | -532137 | -88677 | -456950 | -436222 |
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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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