Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682995.4808 | 625668.5089 | 57326.9719 | 1328716.6482 | 875009.8695 | 453706.7787 |
Total P&L (%) | 682.9955 | 625.6685 | 57.327 | 1328.7166 | 875.0099 | 453.7068 |
Avg Daily Profit (%) | 0.363 | 0.3326 | 0.0305 | 0.1415 | 0.1211 | 0.091 |
Buy And Hold Return (%) | 233.9229 | 233.9229 | 233.9229 | 233.9229 | 233.9229 | 233.9229 |
Max Trade Drawdown | -67924 | -79075 | -84732 | -762884 | -603760 | -508876 |
Profit Factor | 2.3486 | 3.8696 | 1.1988 | 1.2892 | 1.4069 | 1.1856 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 45.7944 | 40.7407 | 50.9434 | 45.7944 | 40.7407 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.78 | 5.6284 | 1.1544 | 1.526 | 2.0465 | 1.1417 |
Largest Winning Trade | 306149 | 306149 | 63132 | 582507 | 482435 | 582507 |
Largest Losing Trade | -53884 | -29358 | -53884 | -371559 | -264004 | -371559 |
Avg Bars in Trades | 50 | 37 | 64 | 50 | 37 | 64 |
Avg Bars in Winners | 78 | 68 | 86 | 78 | 68 | 86 |
Avg Bars in Losers | 27 | 16 | 41 | 27 | 16 | 41 |
Bars Traded | 5455 | 2031 | 3424 | 5455 | 2031 | 3424 |
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 | 337350 | -170919 | -499759 | -4884 | -215158 | -275033 |
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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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