Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700060.8138 | 594859.851 | 105200.9628 | 1108952.8867 | 1428732.4814 | -319779.5946 |
Total P&L (%) | 700.0608 | 594.8599 | 105.201 | 1108.9529 | 1428.7325 | -319.7796 |
Avg Daily Profit (%) | 0.336 | 0.2855 | 0.0505 | 0.1197 | 0.131 | 0 |
Buy And Hold Return (%) | 76.3423 | 76.3423 | 76.3423 | 76.3423 | 76.3423 | 76.3423 |
Max Trade Drawdown | -131270 | -132504 | -76080 | -6363466 | -5764152 | -5474582 |
Profit Factor | 1.6244 | 2.055 | 1.1888 | 1.0383 | 1.099 | 0.978 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 44.8276 | 43.1034 | 46.5517 | 44.8276 | 43.1034 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.9993 | 2.7126 | 1.3649 | 1.2779 | 1.4506 | 1.1229 |
Largest Winning Trade | 181525 | 181525 | 55786 | 2696364 | 2696364 | 1856215 |
Largest Losing Trade | -63387 | -43734 | -63387 | -4745455 | -2586272 | -4745455 |
Avg Bars in Trades | 105 | 93 | 117 | 105 | 93 | 117 |
Avg Bars in Winners | 125 | 117 | 133 | 125 | 117 | 133 |
Avg Bars in Losers | 89 | 75 | 104 | 89 | 75 | 104 |
Bars Traded | 24508 | 10823 | 13685 | 24508 | 10823 | 13685 |
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 | 413223 | 350900 | -188087 | -212007 | -132341 | -580698 |
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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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