Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814852.4265 | 722920.7054 | 91931.7211 | 2675647.6881 | 1044136.6831 | 1631511.005 |
Total P&L (%) | 814.8524 | 722.9207 | 91.9317 | 2675.6477 | 1044.1367 | 1631.511 |
Avg Daily Profit (%) | 0.3911 | 0.347 | 0.0441 | 0.1597 | 0.1171 | 0.137 |
Buy And Hold Return (%) | 72.5843 | 72.5843 | 72.5843 | 72.5843 | 72.5843 | 72.5843 |
Max Trade Drawdown | -100626 | -66144 | -135210 | -2199373 | -1502015 | -1635997 |
Profit Factor | 1.8818 | 2.8293 | 1.1738 | 1.1837 | 1.1358 | 1.2371 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Profitability (%) | 46.0993 | 50 | 42.2535 | 46.0993 | 50 | 42.2535 |
Ratio Avg Win / Avg Loss | 2.2003 | 2.8293 | 1.6042 | 1.384 | 1.1358 | 1.6907 |
Largest Winning Trade | 163938 | 163938 | 69357 | 1389314 | 1389314 | 1106711 |
Largest Losing Trade | -41062 | -41062 | -38392 | -1453958 | -976107 | -1453958 |
Avg Bars in Trades | 174 | 146 | 202 | 174 | 146 | 202 |
Avg Bars in Winners | 247 | 205 | 296 | 247 | 205 | 296 |
Avg Bars in Losers | 112 | 87 | 134 | 112 | 87 | 134 |
Bars Traded | 24622 | 10238 | 14384 | 24622 | 10238 | 14384 |
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 | 435592 | -79763 | -335000 | -11950 | -201869 | -98923 |
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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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