Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338518.1455 | 1299929.1739 | 38588.9717 | 1473318.993 | 659078.346 | 814240.647 |
Total P&L (%) | 1338.5181 | 1299.9292 | 38.589 | 1473.319 | 659.0783 | 814.2406 |
Avg Daily Profit (%) | 0.7168 | 0.6962 | 0.0207 | 0.1477 | 0.1086 | 0.1186 |
Buy And Hold Return (%) | 515.896 | 515.896 | 515.896 | 515.896 | 515.896 | 515.896 |
Max Trade Drawdown | -103760 | -125581 | -141964 | -1464603 | -1038304 | -624820 |
Profit Factor | 3.4229 | 5.3852 | 1.1507 | 1.2912 | 1.2181 | 1.3997 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 42.8571 | 32.6531 | 53.0612 | 42.8571 | 32.6531 | 53.0612 |
Ratio Avg Win / Avg Loss | 4.5639 | 11.1069 | 1.018 | 1.7217 | 2.5124 | 1.2382 |
Largest Winning Trade | 738998 | 738998 | 54612 | 1177210 | 1177210 | 942185 |
Largest Losing Trade | -42189 | -23791 | -42189 | -401399 | -401399 | -310561 |
Avg Bars in Trades | 74 | 59 | 90 | 74 | 59 | 90 |
Avg Bars in Winners | 110 | 106 | 112 | 110 | 106 | 112 |
Avg Bars in Losers | 48 | 36 | 65 | 48 | 36 | 65 |
Bars Traded | 7326 | 2894 | 4432 | 7326 | 2894 | 4432 |
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 | 468474 | 366054 | -385249 | -78 | -132961 | -42792 |
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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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