Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001964.1794 | 943038.2276 | 58925.9518 | 959816.7467 | 608971.572 | 350845.1747 |
Total P&L (%) | 1001.9642 | 943.0382 | 58.926 | 959.8167 | 608.9716 | 350.8452 |
Avg Daily Profit (%) | 0.5455 | 0.5135 | 0.0321 | 0.1286 | 0.1067 | 0.082 |
Buy And Hold Return (%) | 88.3748 | 88.3748 | 88.3748 | 88.3748 | 88.3748 | 88.3748 |
Max Trade Drawdown | -93133 | -110922 | -68870 | -670837 | -849054 | -440236 |
Profit Factor | 2.9332 | 4.1602 | 1.268 | 1.2682 | 1.2838 | 1.245 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 49.1667 | 46.6667 | 51.6667 | 49.1667 | 46.6667 | 51.6667 |
Ratio Avg Win / Avg Loss | 3.0326 | 4.7545 | 1.1862 | 1.3112 | 1.4672 | 1.1647 |
Largest Winning Trade | 882698 | 882698 | 45246 | 651489 | 651489 | 409624 |
Largest Losing Trade | -31829 | -31829 | -20345 | -301014 | -301014 | -285254 |
Avg Bars in Trades | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Winners | 62 | 64 | 61 | 62 | 64 | 61 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 5210 | 2507 | 2703 | 5210 | 2507 | 2703 |
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 | 597113 | -152580 | -484882 | -21021 | -220690 | -254902 |
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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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