Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580545.5257 | 475798.0769 | 104747.4488 | 3173953.2292 | 2311393.861 | 862559.3682 |
Total P&L (%) | 580.5455 | 475.7981 | 104.7474 | 3173.9532 | 2311.3939 | 862.5594 |
Avg Daily Profit (%) | 0.5573 | 0.4568 | 0.1006 | 0.3355 | 0.306 | 0.2176 |
Buy And Hold Return (%) | 356.3821 | 356.3821 | 356.3821 | 356.3821 | 356.3821 | 356.3821 |
Max Trade Drawdown | -78658 | -56274 | -53369 | -1084392 | -1074962 | -392436 |
Profit Factor | 1.9299 | 2.5474 | 1.3306 | 1.5138 | 1.722 | 1.2898 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 138 | 62 | 76 | 138 | 62 | 76 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 53.9063 | 48.4375 | 59.375 | 53.9063 | 48.4375 | 59.375 |
Ratio Avg Win / Avg Loss | 1.6502 | 2.7118 | 0.9104 | 1.2944 | 1.8331 | 0.8825 |
Largest Winning Trade | 176118 | 176118 | 22626 | 1016941 | 1016941 | 249433 |
Largest Losing Trade | -52740 | -22358 | -52740 | -525681 | -525681 | -392436 |
Avg Bars in Trades | 96 | 95 | 98 | 96 | 95 | 98 |
Avg Bars in Winners | 112 | 117 | 109 | 112 | 117 | 109 |
Avg Bars in Losers | 78 | 74 | 83 | 78 | 74 | 83 |
Bars Traded | 24819 | 12201 | 12618 | 24819 | 12201 | 12618 |
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 | 260651 | -47680 | -224896 | 447544 | 397536 | 124470 |
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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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