Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913622.8001 | 893677.5133 | 19945.2868 | 228676.9725 | 81657.6982 | 147019.2743 |
Total P&L (%) | 913.6228 | 893.6775 | 19.9453 | 228.677 | 81.6577 | 147.0193 |
Avg Daily Profit (%) | 0.4385 | 0.429 | 0.0096 | 0.0571 | 0.0287 | 0.0434 |
Buy And Hold Return (%) | 101.8072 | 101.8072 | 101.8072 | 101.8072 | 101.8072 | 101.8072 |
Max Trade Drawdown | -187973 | -104104 | -290462 | -874599 | -773103 | -273399 |
Profit Factor | 1.5848 | 2.1176 | 1.0262 | 1.0558 | 1.035 | 1.0835 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 115 | 50 | 65 | 115 | 50 | 65 |
Losing Trades | 203 | 109 | 94 | 203 | 109 | 94 |
Profitability (%) | 36.1635 | 31.4465 | 40.8805 | 36.1635 | 31.4465 | 40.8805 |
Ratio Avg Win / Avg Loss | 2.7976 | 4.6164 | 1.484 | 1.8638 | 2.2562 | 1.567 |
Largest Winning Trade | 555673 | 555673 | 42025 | 628235 | 628235 | 104875 |
Largest Losing Trade | -35670 | -29690 | -35670 | -210887 | -210887 | -95206 |
Avg Bars in Trades | 78 | 75 | 80 | 78 | 75 | 80 |
Avg Bars in Winners | 135 | 142 | 130 | 135 | 142 | 130 |
Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
Bars Traded | 24830 | 12066 | 12764 | 24830 | 12066 | 12764 |
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 | 334596 | 255030 | -540842 | -283596 | -508276 | -293316 |
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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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