Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1114011.4151 | 1119581.8713 | -5570.4562 | 534050.3674 | 206651.9612 | 327398.4062 |
Total P&L (%) | 1114.0114 | 1119.5819 | -5.5705 | 534.0504 | 206.652 | 327.3984 |
Avg Daily Profit (%) | 0.5966 | 0.5996 | -0.003 | 0.099 | 0.06 | 0.0778 |
Buy And Hold Return (%) | 438.5846 | 438.5846 | 438.5846 | 438.5846 | 438.5846 | 438.5846 |
Max Trade Drawdown | -106162 | -113563 | -92788 | -2550995 | -2870371 | -837057 |
Profit Factor | 1.9426 | 2.7875 | 0.99 | 1.0357 | 1.0249 | 1.0492 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Losing Trades | 169 | 88 | 81 | 169 | 88 | 81 |
Profitability (%) | 39.6429 | 37.1429 | 42.1429 | 39.6429 | 37.1429 | 42.1429 |
Ratio Avg Win / Avg Loss | 2.9576 | 4.7173 | 1.3591 | 1.5769 | 1.7345 | 1.4404 |
Largest Winning Trade | 489160 | 489160 | 54371 | 2321561 | 2321561 | 973325 |
Largest Losing Trade | -27127 | -27127 | -26498 | -837057 | -541068 | -837057 |
Avg Bars in Trades | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Winners | 62 | 47 | 75 | 62 | 47 | 75 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 11015 | 4885 | 6130 | 11015 | 4885 | 6130 |
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 | 325223 | 290925 | -582350 | -341192 | -475745 | -424493 |
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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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