Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796774.3694 | 714763.9903 | 82010.3791 | 911971.7391 | 117912.7387 | 794059.0003 |
Total P&L (%) | 796.7744 | 714.764 | 82.0104 | 911.9717 | 117.9127 | 794.059 |
Avg Daily Profit (%) | 0.3825 | 0.3432 | 0.0394 | 0.1112 | 0.0374 | 0.1052 |
Buy And Hold Return (%) | 78.9727 | 78.9727 | 78.9727 | 78.9727 | 78.9727 | 78.9727 |
Max Trade Drawdown | -112966 | -99309 | -139836 | -2189758 | -1813369 | -1039734 |
Profit Factor | 1.8489 | 2.5163 | 1.1755 | 1.0864 | 1.0211 | 1.1595 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 158 | 85 | 73 | 158 | 85 | 73 |
Profitability (%) | 37.7953 | 33.0709 | 42.5197 | 37.7953 | 33.0709 | 42.5197 |
Ratio Avg Win / Avg Loss | 3.043 | 5.0925 | 1.5891 | 1.788 | 2.0666 | 1.5674 |
Largest Winning Trade | 321038 | 321038 | 54266 | 1346740 | 1346740 | 980116 |
Largest Losing Trade | -32526 | -17815 | -32526 | -557379 | -352905 | -557379 |
Avg Bars in Trades | 96 | 86 | 106 | 96 | 86 | 106 |
Avg Bars in Winners | 159 | 157 | 160 | 159 | 157 | 160 |
Avg Bars in Losers | 58 | 50 | 67 | 58 | 50 | 67 |
Bars Traded | 24482 | 10922 | 13560 | 24482 | 10922 | 13560 |
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 | 348811 | 261264 | -323574 | -171940 | -358263 | -99213 |
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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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