Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887239.895 | 808163.6525 | 79076.2426 | 1525428.6275 | 1248340.7148 | 277087.9127 |
Total P&L (%) | 887.2399 | 808.1637 | 79.0762 | 1525.4286 | 1248.3407 | 277.0879 |
Avg Daily Profit (%) | 0.483 | 0.4399 | 0.043 | 0.1519 | 0.1417 | 0.0723 |
Buy And Hold Return (%) | 100.2836 | 100.2836 | 100.2836 | 100.2836 | 100.2836 | 100.2836 |
Max Trade Drawdown | -65906 | -93289 | -32293 | -962579 | -531324 | -704236 |
Profit Factor | 2.8761 | 4.0991 | 1.3728 | 1.4271 | 1.6467 | 1.1689 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 49.1667 | 51.6667 | 46.6667 | 49.1667 | 51.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.9736 | 3.8347 | 1.5689 | 1.4755 | 1.5404 | 1.3358 |
Largest Winning Trade | 701122 | 701122 | 46938 | 710540 | 692277 | 710540 |
Largest Losing Trade | -31829 | -31829 | -26833 | -613345 | -347741 | -613345 |
Avg Bars in Trades | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Winners | 67 | 61 | 75 | 67 | 61 | 75 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 5209 | 2489 | 2720 | 5209 | 2489 | 2720 |
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 | 573904 | -151741 | -470026 | 305343 | -169282 | -305020 |
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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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