Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698107.6673 | 671786.5937 | 26321.0736 | 451980.7052 | 354349.5479 | 97631.1574 |
Total P&L (%) | 698.1077 | 671.7866 | 26.3211 | 451.9807 | 354.3495 | 97.6312 |
Avg Daily Profit (%) | 0.2787 | 0.2682 | 0.0105 | 0.0682 | 0.0605 | 0.0272 |
Buy And Hold Return (%) | 163.0763 | 163.0763 | 163.0763 | 163.0763 | 163.0763 | 163.0763 |
Max Trade Drawdown | -160421 | -109816 | -104036 | -246901 | -204752 | -165032 |
Profit Factor | 1.7972 | 2.5806 | 1.0584 | 1.3006 | 1.4805 | 1.1274 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 44.1176 | 40 | 48.2353 | 44.1176 | 40 | 48.2353 |
Ratio Avg Win / Avg Loss | 2.2764 | 3.8709 | 1.1358 | 1.6474 | 2.2207 | 1.2099 |
Largest Winning Trade | 399414 | 399414 | 31873 | 296907 | 296907 | 120992 |
Largest Losing Trade | -53955 | -36992 | -53955 | -93332 | -93332 | -74142 |
Avg Bars in Trades | 86 | 83 | 90 | 86 | 83 | 90 |
Avg Bars in Winners | 104 | 92 | 115 | 104 | 92 | 115 |
Avg Bars in Losers | 72 | 77 | 67 | 72 | 77 | 67 |
Bars Traded | 14766 | 7084 | 7682 | 14766 | 7084 | 7682 |
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 | 314995 | 259557 | -501874 | -105340 | -119850 | -403707 |
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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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