Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570916.9053 | 450329.9715 | 120586.9337 | 1714152.7077 | 1152462.7108 | 561689.9969 |
Total P&L (%) | 570.9169 | 450.33 | 120.5869 | 1714.1527 | 1152.4627 | 561.69 |
Avg Daily Profit (%) | 0.5481 | 0.4323 | 0.1158 | 0.2786 | 0.243 | 0.1816 |
Buy And Hold Return (%) | 66.1115 | 66.1115 | 66.1115 | 66.1115 | 66.1115 | 66.1115 |
Max Trade Drawdown | -142212 | -99106 | -43354 | -2119119 | -1468958 | -650161 |
Profit Factor | 2.079 | 2.4129 | 1.5732 | 1.3684 | 1.4466 | 1.271 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 135 | 54 | 81 | 135 | 54 | 81 |
Losing Trades | 136 | 81 | 55 | 136 | 81 | 55 |
Profitability (%) | 49.8155 | 40 | 59.5588 | 49.8155 | 40 | 59.5588 |
Ratio Avg Win / Avg Loss | 2.0944 | 3.6193 | 1.0682 | 1.3785 | 2.1699 | 0.863 |
Largest Winning Trade | 334821 | 334821 | 25257 | 841929 | 841929 | 247526 |
Largest Losing Trade | -21720 | -21720 | -20180 | -253500 | -253500 | -226729 |
Avg Bars in Trades | 90 | 136 | 45 | 90 | 136 | 45 |
Avg Bars in Winners | 124 | 242 | 45 | 124 | 242 | 45 |
Avg Bars in Losers | 57 | 65 | 45 | 57 | 65 | 45 |
Bars Traded | 24595 | 18382 | 6213 | 24595 | 18382 | 6213 |
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 | 587207 | 359746 | -43719 | 380067 | 230787 | 257965 |
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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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