Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842367.1022 | 755677.7757 | 86689.3265 | 1178273.6583 | 553707.7422 | 624565.9161 |
Total P&L (%) | 842.3671 | 755.6778 | 86.6893 | 1178.2737 | 553.7077 | 624.5659 |
Avg Daily Profit (%) | 0.4482 | 0.4021 | 0.0461 | 0.1357 | 0.0999 | 0.1054 |
Buy And Hold Return (%) | 209.8935 | 209.8935 | 209.8935 | 209.8935 | 209.8935 | 209.8935 |
Max Trade Drawdown | -95107 | -119039 | -121660 | -1607546 | -1425209 | -1073746 |
Profit Factor | 2.4731 | 3.7585 | 1.291 | 1.1896 | 1.1608 | 1.2253 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 59.4059 | 64.7059 | 54 | 59.4059 | 64.7059 | 54 |
Ratio Avg Win / Avg Loss | 1.69 | 2.0501 | 1.0998 | 0.8129 | 0.6332 | 1.0438 |
Largest Winning Trade | 342865 | 342865 | 60038 | 782405 | 782405 | 582901 |
Largest Losing Trade | -85018 | -60644 | -85018 | -812395 | -812395 | -708196 |
Avg Bars in Trades | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Winners | 40 | 34 | 47 | 40 | 34 | 47 |
Avg Bars in Losers | 27 | 40 | 16 | 27 | 40 | 16 |
Bars Traded | 3527 | 1861 | 1666 | 3527 | 1861 | 1666 |
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 | 509399 | -164077 | -476593 | -24586 | -285989 | -234866 |
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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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