Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941946.9411 | 872395.8792 | 69551.0619 | 1397107.2441 | 647392.5501 | 749714.694 |
Total P&L (%) | 941.9469 | 872.3959 | 69.5511 | 1397.1072 | 647.3926 | 749.7147 |
Avg Daily Profit (%) | 0.5058 | 0.4685 | 0.0373 | 0.1454 | 0.1081 | 0.115 |
Buy And Hold Return (%) | 94.4754 | 94.4754 | 94.4754 | 94.4754 | 94.4754 | 94.4754 |
Max Trade Drawdown | -119808 | -73171 | -106438 | -2770504 | -2126413 | -1213754 |
Profit Factor | 1.9306 | 2.7239 | 1.1374 | 1.1038 | 1.0886 | 1.122 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 49.7175 | 49.4382 | 50 | 49.7175 | 49.4382 | 50 |
Ratio Avg Win / Avg Loss | 1.9525 | 2.7858 | 1.1374 | 1.1164 | 1.1133 | 1.122 |
Largest Winning Trade | 409865 | 409865 | 78872 | 1584871 | 1021910 | 1584871 |
Largest Losing Trade | -49936 | -31638 | -49936 | -942538 | -942538 | -822482 |
Avg Bars in Trades | 124 | 124 | 123 | 124 | 124 | 123 |
Avg Bars in Winners | 168 | 177 | 159 | 168 | 177 | 159 |
Avg Bars in Losers | 80 | 72 | 87 | 80 | 72 | 87 |
Bars Traded | 21964 | 11084 | 10880 | 21964 | 11084 | 10880 |
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 | 544855 | 539812 | -378489 | -103987 | -172022 | -125774 |
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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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