Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986911.9362 | 920316.313 | 66595.6232 | 948411.0123 | 1055934.3354 | -107523.3231 |
Total P&L (%) | 986.9119 | 920.3163 | 66.5956 | 948.411 | 1055.9343 | -107.5233 |
Avg Daily Profit (%) | 0.4737 | 0.4418 | 0.032 | 0.1129 | 0.1175 | 0 |
Buy And Hold Return (%) | 80.315 | 80.315 | 80.315 | 80.315 | 80.315 | 80.315 |
Max Trade Drawdown | -116025 | -98331 | -200779 | -3245824 | -2438875 | -1385273 |
Profit Factor | 1.7406 | 2.4707 | 1.0942 | 1.0603 | 1.1246 | 0.9852 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 42.5197 | 41.7323 | 43.3071 | 42.5197 | 41.7323 | 43.3071 |
Ratio Avg Win / Avg Loss | 2.353 | 3.4496 | 1.4324 | 1.4334 | 1.5703 | 1.2897 |
Largest Winning Trade | 541855 | 541855 | 60486 | 2179288 | 2179288 | 575339 |
Largest Losing Trade | -39524 | -39524 | -30654 | -824027 | -824027 | -547921 |
Avg Bars in Trades | 97 | 94 | 99 | 97 | 94 | 99 |
Avg Bars in Winners | 140 | 136 | 143 | 140 | 136 | 143 |
Avg Bars in Losers | 65 | 63 | 66 | 65 | 63 | 66 |
Bars Traded | 24666 | 11972 | 12694 | 24666 | 11972 | 12694 |
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 | 435481 | 409687 | -435674 | -197667 | -121392 | -581931 |
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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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