Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862389.6219 | 792525.6199 | 69864.002 | 1039643.4161 | 1861682.8104 | -822039.3943 |
Total P&L (%) | 862.3896 | 792.5256 | 69.864 | 1039.6434 | 1861.6828 | -822.0394 |
Avg Daily Profit (%) | 0.3817 | 0.3508 | 0.0309 | 0.1078 | 0.1318 | 0 |
Buy And Hold Return (%) | 127.9188 | 127.9188 | 127.9188 | 127.9188 | 127.9188 | 127.9188 |
Max Trade Drawdown | -152022 | -115662 | -165404 | -1939697 | -1242985 | -1680604 |
Profit Factor | 1.719 | 2.3125 | 1.1173 | 1.0985 | 1.3521 | 0.844 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 153 | 83 | 70 | 153 | 83 | 70 |
Profitability (%) | 35.9833 | 30.8333 | 41.1765 | 35.9833 | 30.8333 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.0582 | 5.1875 | 1.5961 | 1.9543 | 3.0331 | 1.2057 |
Largest Winning Trade | 396564 | 396564 | 46560 | 1781971 | 1781971 | 338964 |
Largest Losing Trade | -42855 | -24845 | -42855 | -354331 | -276835 | -354331 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 4468 | 2251 | 2217 | 4468 | 2251 | 2217 |
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 | 315134 | 208149 | -411135 | -163728 | -22534 | -582502 |
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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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