Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1216766.8922 | 1235544.83 | -18777.9378 | 128907.6711 | 100378.5651 | 28529.106 |
Total P&L (%) | 1216.7669 | 1235.5448 | -18.7779 | 128.9077 | 100.3786 | 28.5291 |
Avg Daily Profit (%) | 0.6481 | 0.6581 | -0.01 | 0.0441 | 0.037 | 0.0134 |
Buy And Hold Return (%) | 274.0479 | 274.0479 | 274.0479 | 274.0479 | 274.0479 | 274.0479 |
Max Trade Drawdown | -118760 | -72165 | -126758 | -229667 | -165679 | -147924 |
Profit Factor | 2.6788 | 4.5558 | 0.9502 | 1.0907 | 1.1356 | 1.0419 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 47.2868 | 44.6154 | 50 | 47.2868 | 44.6154 | 50 |
Ratio Avg Win / Avg Loss | 2.9862 | 5.6554 | 0.9502 | 1.2159 | 1.4097 | 1.0419 |
Largest Winning Trade | 1133468 | 1133468 | 60309 | 210379 | 210379 | 100270 |
Largest Losing Trade | -62817 | -41331 | -62817 | -92661 | -92661 | -69358 |
Avg Bars in Trades | 42 | 35 | 48 | 42 | 35 | 48 |
Avg Bars in Winners | 61 | 50 | 71 | 61 | 50 | 71 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 5424 | 2332 | 3092 | 5424 | 2332 | 3092 |
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 | 519618 | -116399 | -719958 | -421204 | -514638 | -654360 |
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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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