Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396200.8411 | 301622.7541 | 94578.0871 | 1242811.2987 | 889830.2457 | 352981.053 |
Total P&L (%) | 396.2008 | 301.6228 | 94.5781 | 1242.8113 | 889.8302 | 352.9811 |
Avg Daily Profit (%) | 0.3804 | 0.2896 | 0.0908 | 0.2497 | 0.2203 | 0.1451 |
Buy And Hold Return (%) | 69.3754 | 69.3754 | 69.3754 | 69.3754 | 69.3754 | 69.3754 |
Max Trade Drawdown | -50739 | -63107 | -41089 | -1297027 | -1213569 | -821831 |
Profit Factor | 2.1854 | 2.6702 | 1.6156 | 1.2739 | 1.392 | 1.1556 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 44.3548 | 40.3226 | 48.3871 | 44.3548 | 40.3226 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.7417 | 3.9519 | 1.7233 | 1.5981 | 2.0601 | 1.2327 |
Largest Winning Trade | 119496 | 119496 | 27533 | 1033269 | 1033269 | 477977 |
Largest Losing Trade | -13044 | -11573 | -13044 | -344356 | -193196 | -344356 |
Avg Bars in Trades | 196 | 186 | 205 | 196 | 186 | 205 |
Avg Bars in Winners | 326 | 326 | 327 | 326 | 326 | 327 |
Avg Bars in Losers | 91 | 92 | 91 | 91 | 92 | 91 |
Bars Traded | 24312 | 11571 | 12741 | 24312 | 11571 | 12741 |
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 | 381414 | -146654 | -276253 | 274712 | -148253 | -204710 |
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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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