Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167475.4664 | 1144281.7856 | 23193.6808 | 618247.0474 | 322066.5957 | 296180.4518 |
Total P&L (%) | 1167.4755 | 1144.2818 | 23.1937 | 618.247 | 322.0666 | 296.1805 |
Avg Daily Profit (%) | 0.6253 | 0.6128 | 0.0124 | 0.1057 | 0.0772 | 0.0738 |
Buy And Hold Return (%) | 406.6985 | 406.6985 | 406.6985 | 406.6985 | 406.6985 | 406.6985 |
Max Trade Drawdown | -126152 | -118116 | -191356 | -1098722 | -951857 | -538606 |
Profit Factor | 2.4113 | 3.6573 | 1.0585 | 1.1778 | 1.1571 | 1.2074 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
Profitability (%) | 38.5321 | 27.2727 | 50 | 38.5321 | 27.2727 | 50 |
Ratio Avg Win / Avg Loss | 3.8466 | 9.7529 | 1.0585 | 1.8788 | 3.0857 | 1.2074 |
Largest Winning Trade | 572808 | 572808 | 43304 | 868238 | 868238 | 425892 |
Largest Losing Trade | -65007 | -29889 | -65007 | -387188 | -387188 | -304970 |
Avg Bars in Trades | 100 | 106 | 94 | 100 | 106 | 94 |
Avg Bars in Winners | 143 | 162 | 132 | 143 | 162 | 132 |
Avg Bars in Losers | 73 | 84 | 56 | 73 | 84 | 56 |
Bars Traded | 10950 | 5833 | 5117 | 10950 | 5833 | 5117 |
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 | 319331 | -185031 | -678280 | -89647 | -502424 | -440776 |
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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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