Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990279.4228 | 976943.7447 | 13335.6782 | 575738.8207 | 491707.8182 | 84031.0025 |
Total P&L (%) | 990.2794 | 976.9437 | 13.3357 | 575.7388 | 491.7078 | 84.031 |
Avg Daily Profit (%) | 0.4753 | 0.4689 | 0.0064 | 0.0918 | 0.0854 | 0.0293 |
Buy And Hold Return (%) | 290.5307 | 290.5307 | 290.5307 | 290.5307 | 290.5307 | 290.5307 |
Max Trade Drawdown | -133485 | -115520 | -68893 | -760979 | -706949 | -228595 |
Profit Factor | 3.599 | 4.9369 | 1.1004 | 1.3234 | 1.4024 | 1.1505 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 36.6337 | 34 | 39.2157 | 36.6337 | 34 | 39.2157 |
Ratio Avg Win / Avg Loss | 6.2253 | 9.5834 | 1.7056 | 2.2891 | 2.7223 | 1.7833 |
Largest Winning Trade | 733542 | 733542 | 61764 | 790916 | 790916 | 245017 |
Largest Losing Trade | -29736 | -29736 | -15674 | -256669 | -256669 | -94260 |
Avg Bars in Trades | 208 | 342 | 77 | 208 | 342 | 77 |
Avg Bars in Winners | 385 | 691 | 125 | 385 | 691 | 125 |
Avg Bars in Losers | 106 | 162 | 46 | 106 | 162 | 46 |
Bars Traded | 21081 | 17137 | 3943 | 21081 | 17137 | 3943 |
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 | 341333 | -170981 | -643315 | -80654 | -272371 | -557611 |
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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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