Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681048.5055 | 576795.6209 | 104252.8846 | 755700.4826 | 1085334.3116 | -329633.829 |
Total P&L (%) | 681.0485 | 576.7956 | 104.2529 | 755.7005 | 1085.3343 | -329.6338 |
Avg Daily Profit (%) | 0.3755 | 0.3181 | 0.0575 | 0.1184 | 0.1364 | 0 |
Buy And Hold Return (%) | 100.7997 | 100.7997 | 100.7997 | 100.7997 | 100.7997 | 100.7997 |
Max Trade Drawdown | -149006 | -99062 | -93273 | -1192540 | -673835 | -702998 |
Profit Factor | 1.6836 | 2.1721 | 1.2068 | 1.1091 | 1.3248 | 0.9081 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 154 | 79 | 75 | 154 | 79 | 75 |
Profitability (%) | 44.2029 | 42.7536 | 45.6522 | 44.2029 | 42.7536 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.1253 | 2.9085 | 1.4367 | 1.4 | 1.7739 | 1.081 |
Largest Winning Trade | 322785 | 322785 | 61070 | 869736 | 869736 | 562334 |
Largest Losing Trade | -29340 | -17853 | -29340 | -245849 | -179116 | -245849 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 3318 | 1614 | 1703 | 3318 | 1614 | 1703 |
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 | 433172 | 345551 | -273363 | -135519 | -11854 | -580712 |
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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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