Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1381677.44 | 1374005.1066 | 7672.3334 | 627391.4795 | 598231.3145 | 29160.165 |
Total P&L (%) | 1381.6774 | 1374.0051 | 7.6723 | 627.3915 | 598.2313 | 29.1602 |
Avg Daily Profit (%) | 0.7589 | 0.7547 | 0.0042 | 0.109 | 0.1068 | 0.0141 |
Buy And Hold Return (%) | 542.3077 | 542.3077 | 542.3077 | 542.3077 | 542.3077 | 542.3077 |
Max Trade Drawdown | -199415 | -194740 | -33915 | -4697409 | -4543222 | -395195 |
Profit Factor | 2.3375 | 2.5192 | 1.0596 | 1.0449 | 1.048 | 1.0194 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 112 | 49 | 63 | 112 | 49 | 63 |
Losing Trades | 169 | 91 | 78 | 169 | 91 | 78 |
Profitability (%) | 39.8577 | 35 | 44.6809 | 39.8577 | 35 | 44.6809 |
Ratio Avg Win / Avg Loss | 3.5271 | 4.6785 | 1.3119 | 1.5767 | 1.9462 | 1.2622 |
Largest Winning Trade | 992755 | 992755 | 10222 | 2377525 | 2377525 | 152377 |
Largest Losing Trade | -40148 | -40148 | -7049 | -1118282 | -1118282 | -111556 |
Avg Bars in Trades | 75 | 148 | 3 | 75 | 148 | 3 |
Avg Bars in Winners | 116 | 260 | 4 | 116 | 260 | 4 |
Avg Bars in Losers | 48 | 87 | 2 | 48 | 87 | 2 |
Bars Traded | 21242 | 20743 | 499 | 21242 | 20743 | 499 |
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 | 406025 | 289385 | -509855 | -336456 | -356359 | -540949 |
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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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