Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784689.5998 | 725211.7494 | 59477.8504 | 1444228.0555 | 449798.0177 | 994430.0378 |
Total P&L (%) | 784.6896 | 725.2117 | 59.4779 | 1444.2281 | 449.798 | 994.43 |
Avg Daily Profit (%) | 0.4184 | 0.3867 | 0.0317 | 0.1461 | 0.0909 | 0.1277 |
Buy And Hold Return (%) | 246.567 | 246.567 | 246.567 | 246.567 | 246.567 | 246.567 |
Max Trade Drawdown | -131379 | -72860 | -118335 | -1394466 | -1216595 | -711869 |
Profit Factor | 1.9983 | 2.8358 | 1.1521 | 1.2091 | 1.116 | 1.3282 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 47.3171 | 47.5728 | 47.0588 | 47.3171 | 47.5728 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.2249 | 3.1252 | 1.2961 | 1.3462 | 1.2299 | 1.4943 |
Largest Winning Trade | 319640 | 319640 | 64944 | 709317 | 692062 | 709317 |
Largest Losing Trade | -44675 | -32573 | -44675 | -452383 | -315819 | -452383 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 79 | 64 | 94 | 79 | 64 | 94 |
Avg Bars in Losers | 29 | 35 | 24 | 29 | 35 | 24 |
Bars Traded | 10911 | 5082 | 5829 | 10911 | 5082 | 5829 |
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 | 388169 | 383749 | -370911 | 41524 | -173763 | -25517 |
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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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