Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870850.1938 | 774511.058 | 96339.1358 | 3073294.2437 | 1647162.0045 | 1426132.2391 |
Total P&L (%) | 870.8502 | 774.5111 | 96.3391 | 3073.2942 | 1647.162 | 1426.1322 |
Avg Daily Profit (%) | 0.418 | 0.3718 | 0.0462 | 0.1661 | 0.1374 | 0.1309 |
Buy And Hold Return (%) | 175.3763 | 175.3763 | 175.3763 | 175.3763 | 175.3763 | 175.3763 |
Max Trade Drawdown | -69240 | -70009 | -124627 | -1898392 | -1721224 | -1117530 |
Profit Factor | 2.35 | 3.7128 | 1.2679 | 1.317 | 1.3292 | 1.3039 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 45.9677 | 45.1613 | 46.7742 | 45.9677 | 45.1613 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.7623 | 4.5084 | 1.4428 | 1.548 | 1.6141 | 1.4837 |
Largest Winning Trade | 468123 | 468123 | 49675 | 1575805 | 1575805 | 991781 |
Largest Losing Trade | -43520 | -29535 | -43520 | -756995 | -539407 | -756995 |
Avg Bars in Trades | 197 | 184 | 209 | 197 | 184 | 209 |
Avg Bars in Winners | 317 | 311 | 323 | 317 | 311 | 323 |
Avg Bars in Losers | 94 | 80 | 109 | 94 | 80 | 109 |
Bars Traded | 24447 | 11460 | 12987 | 24447 | 11460 | 12987 |
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 | 423851 | -141557 | -452473 | 281061 | -163875 | -173182 |
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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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