Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727812.4459 | 608663.8682 | 119148.5777 | 4352976.448 | 2942544.541 | 1410431.907 |
Total P&L (%) | 727.8124 | 608.6639 | 119.1486 | 4352.9764 | 2942.5445 | 1410.4319 |
Avg Daily Profit (%) | 0.3495 | 0.2923 | 0.0572 | 0.1824 | 0.1641 | 0.1304 |
Buy And Hold Return (%) | 297.8984 | 297.8984 | 297.8984 | 297.8984 | 297.8984 | 297.8984 |
Max Trade Drawdown | -82731 | -69508 | -140334 | -2309701 | -1925602 | -1932803 |
Profit Factor | 1.732 | 2.248 | 1.2352 | 1.2452 | 1.3476 | 1.1518 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 132 | 68 | 64 | 132 | 68 | 64 |
Profitability (%) | 48.6381 | 47.2868 | 50 | 48.6381 | 47.2868 | 50 |
Ratio Avg Win / Avg Loss | 1.829 | 2.506 | 1.2352 | 1.3149 | 1.5023 | 1.1518 |
Largest Winning Trade | 123874 | 123874 | 40912 | 2341876 | 2341876 | 1480885 |
Largest Losing Trade | -41311 | -22925 | -41311 | -1325384 | -620433 | -1325384 |
Avg Bars in Trades | 96 | 90 | 101 | 96 | 90 | 101 |
Avg Bars in Winners | 122 | 114 | 131 | 122 | 114 | 131 |
Avg Bars in Losers | 70 | 68 | 72 | 70 | 68 | 72 |
Bars Traded | 24711 | 11662 | 13049 | 24711 | 11662 | 13049 |
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 | 341233 | 188536 | -282830 | 304255 | 286206 | -73751 |
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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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