Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957924.5556 | 904076.3231 | 53848.2324 | 735251.0528 | 620664.2703 | 114586.7825 |
Total P&L (%) | 957.9246 | 904.0763 | 53.8482 | 735.2511 | 620.6643 | 114.5868 |
Avg Daily Profit (%) | 0.415 | 0.3917 | 0.0233 | 0.092 | 0.0856 | 0.0331 |
Buy And Hold Return (%) | 94.898 | 94.898 | 94.898 | 94.898 | 94.898 | 94.898 |
Max Trade Drawdown | -167721 | -128863 | -177125 | -4880932 | -3698930 | -1318162 |
Profit Factor | 1.7756 | 2.5173 | 1.0843 | 1.0625 | 1.0923 | 1.0228 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Profitability (%) | 35.9447 | 33.945 | 37.963 | 35.9447 | 33.945 | 37.963 |
Ratio Avg Win / Avg Loss | 3.1643 | 4.8985 | 1.7718 | 1.8935 | 2.1256 | 1.6713 |
Largest Winning Trade | 479403 | 479403 | 57145 | 3508963 | 3508963 | 661855 |
Largest Losing Trade | -54655 | -21606 | -54655 | -835345 | -835345 | -731634 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 4348 | 2076 | 2272 | 4348 | 2076 | 2272 |
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 | 330862 | 296814 | -458887 | -224391 | -202636 | -448970 |
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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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