Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604577.0512 | 526717.104 | 77859.9472 | 1085546.6838 | 569803.3966 | 515743.2873 |
Total P&L (%) | 604.5771 | 526.7171 | 77.8599 | 1085.5467 | 569.8034 | 515.7433 |
Avg Daily Profit (%) | 0.3273 | 0.2852 | 0.0422 | 0.134 | 0.103 | 0.0985 |
Buy And Hold Return (%) | 39.0486 | 39.0486 | 39.0486 | 39.0486 | 39.0486 | 39.0486 |
Max Trade Drawdown | -93490 | -66888 | -94903 | -1139623 | -1189421 | -787599 |
Profit Factor | 1.7447 | 2.3402 | 1.1859 | 1.1196 | 1.1221 | 1.117 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 37.5723 | 37.931 | 37.2093 | 37.5723 | 37.931 | 37.2093 |
Ratio Avg Win / Avg Loss | 2.8989 | 3.8294 | 2.0012 | 1.8603 | 1.8362 | 1.8849 |
Largest Winning Trade | 189772 | 189772 | 63432 | 848420 | 848420 | 641886 |
Largest Losing Trade | -30932 | -22467 | -30932 | -371565 | -371565 | -346495 |
Avg Bars in Trades | 124 | 109 | 139 | 124 | 109 | 139 |
Avg Bars in Winners | 208 | 167 | 251 | 208 | 167 | 251 |
Avg Bars in Losers | 73 | 73 | 73 | 73 | 73 | 73 |
Bars Traded | 21528 | 9500 | 12028 | 21528 | 9500 | 12028 |
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 | 306237 | 295464 | -163756 | -105532 | -145161 | -157133 |
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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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