Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990586.9673 | 947723.0863 | 42863.881 | 1043890.0503 | 464437.0664 | 579452.9839 |
Total P&L (%) | 990.587 | 947.7231 | 42.8639 | 1043.8901 | 464.4371 | 579.453 |
Avg Daily Profit (%) | 0.5295 | 0.5066 | 0.0229 | 0.1303 | 0.0926 | 0.1025 |
Buy And Hold Return (%) | 385.1643 | 385.1643 | 385.1643 | 385.1643 | 385.1643 | 385.1643 |
Max Trade Drawdown | -102528 | -101845 | -150723 | -591321 | -819888 | -502903 |
Profit Factor | 2.2976 | 3.3875 | 1.117 | 1.2382 | 1.18 | 1.3216 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 42.7419 | 40.3226 | 45.1613 | 42.7419 | 40.3226 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.078 | 5.0135 | 1.3563 | 1.6587 | 1.7464 | 1.6048 |
Largest Winning Trade | 523176 | 523176 | 56158 | 676501 | 676501 | 363317 |
Largest Losing Trade | -66949 | -36665 | -66949 | -413293 | -263405 | -413293 |
Avg Bars in Trades | 178 | 163 | 192 | 178 | 163 | 192 |
Avg Bars in Winners | 244 | 226 | 261 | 244 | 226 | 261 |
Avg Bars in Losers | 128 | 121 | 135 | 128 | 121 | 135 |
Bars Traded | 22100 | 10153 | 11947 | 22100 | 10153 | 11947 |
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 | 332752 | -144904 | -575947 | -23636 | -350824 | -220686 |
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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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