Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1610458.1612 | 1560491.2047 | 49966.9565 | 707219.5997 | 390138.6282 | 317080.9715 |
Total P&L (%) | 1610.4582 | 1560.4912 | 49.967 | 707.2196 | 390.1386 | 317.081 |
Avg Daily Profit (%) | 0.8716 | 0.8446 | 0.027 | 0.1131 | 0.0861 | 0.0773 |
Buy And Hold Return (%) | 28.5397 | 28.5397 | 28.5397 | 28.5397 | 28.5397 | 28.5397 |
Max Trade Drawdown | -94757 | -117810 | -68487 | -1157557 | -1508938 | -622959 |
Profit Factor | 3.427 | 5.6996 | 1.1507 | 1.1094 | 1.1129 | 1.1054 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 69 | 26 | 43 | 69 | 26 | 43 |
Losing Trades | 152 | 85 | 67 | 152 | 85 | 67 |
Profitability (%) | 31.2217 | 23.4234 | 39.0909 | 31.2217 | 23.4234 | 39.0909 |
Ratio Avg Win / Avg Loss | 7.5492 | 18.6333 | 1.793 | 2.4439 | 3.6385 | 1.7223 |
Largest Winning Trade | 1481026 | 1481026 | 63525 | 940316 | 940316 | 481672 |
Largest Losing Trade | -33649 | -25798 | -33649 | -318463 | -313241 | -318463 |
Avg Bars in Trades | 47 | 42 | 53 | 47 | 42 | 53 |
Avg Bars in Winners | 114 | 134 | 103 | 114 | 134 | 103 |
Avg Bars in Losers | 17 | 14 | 21 | 17 | 14 | 21 |
Bars Traded | 10585 | 4735 | 5850 | 10585 | 4735 | 5850 |
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 | 490901 | -15509 | -223427 | -146802 | -210249 | -197729 |
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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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