Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948216.6281 | 897672.3704 | 50544.2577 | 1133095.3258 | 619370.6252 | 513724.7006 |
Total P&L (%) | 948.2166 | 897.6724 | 50.5443 | 1133.0953 | 619.3706 | 513.7247 |
Avg Daily Profit (%) | 0.4553 | 0.4311 | 0.0243 | 0.1207 | 0.0948 | 0.0872 |
Buy And Hold Return (%) | 83.6538 | 83.6538 | 83.6538 | 83.6538 | 83.6538 | 83.6538 |
Max Trade Drawdown | -116030 | -97400 | -199265 | -1146471 | -884603 | -634398 |
Profit Factor | 1.7992 | 2.7479 | 1.0751 | 1.1532 | 1.1737 | 1.1342 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 108 | 44 | 64 | 108 | 44 | 64 |
Losing Trades | 164 | 92 | 72 | 164 | 92 | 72 |
Profitability (%) | 39.7059 | 32.3529 | 47.0588 | 39.7059 | 32.3529 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.7321 | 5.7456 | 1.2095 | 1.7512 | 2.4542 | 1.2759 |
Largest Winning Trade | 434938 | 434938 | 83348 | 1070382 | 1070382 | 502252 |
Largest Losing Trade | -39662 | -21016 | -39662 | -528865 | -242949 | -528865 |
Avg Bars in Trades | 90 | 81 | 98 | 90 | 81 | 98 |
Avg Bars in Winners | 144 | 151 | 138 | 144 | 151 | 138 |
Avg Bars in Losers | 54 | 47 | 63 | 54 | 47 | 63 |
Bars Traded | 24493 | 11034 | 13459 | 24493 | 11034 | 13459 |
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 | 397881 | 295190 | -465464 | -84880 | -101358 | -151024 |
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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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