Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716173.5573 | 668178.0978 | 47995.4595 | 384296.5505 | 389906.7697 | -5610.2193 |
Total P&L (%) | 716.1736 | 668.1781 | 47.9955 | 384.2966 | 389.9068 | -5.6102 |
Avg Daily Profit (%) | 0.3438 | 0.3208 | 0.023 | 0.0758 | 0.0763 | -0.0028 |
Buy And Hold Return (%) | 116.2745 | 116.2745 | 116.2745 | 116.2745 | 116.2745 | 116.2745 |
Max Trade Drawdown | -150828 | -172684 | -24763 | -3907697 | -3929270 | -582572 |
Profit Factor | 2.2881 | 2.41 | 1.5845 | 1.0512 | 1.0628 | 0.9957 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 40.1869 | 32.0755 | 48.1481 | 40.1869 | 32.0755 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.4055 | 5.1035 | 1.7064 | 1.5645 | 2.2506 | 1.0723 |
Largest Winning Trade | 419950 | 419950 | 19303 | 1956268 | 1956268 | 168170 |
Largest Losing Trade | -42567 | -42567 | -10345 | -1521913 | -1521913 | -388929 |
Avg Bars in Trades | 228 | 454 | 6 | 228 | 454 | 6 |
Avg Bars in Winners | 358 | 895 | 7 | 358 | 895 | 7 |
Avg Bars in Losers | 140 | 245 | 5 | 140 | 245 | 5 |
Bars Traded | 24420 | 24067 | 353 | 24420 | 24067 | 353 |
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 | 343118 | -174477 | -505425 | -261303 | -431507 | -759609 |
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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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