Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829151.9924 | 734730.7224 | 94421.27 | 1099130.3242 | 247959.1584 | 851171.1658 |
Total P&L (%) | 829.152 | 734.7307 | 94.4213 | 1099.1303 | 247.9592 | 851.1712 |
Avg Daily Profit (%) | 0.3981 | 0.3528 | 0.0453 | 0.1193 | 0.0599 | 0.1082 |
Buy And Hold Return (%) | 40.1258 | 40.1258 | 40.1258 | 40.1258 | 40.1258 | 40.1258 |
Max Trade Drawdown | -134376 | -99193 | -137021 | -2103158 | -1678456 | -776413 |
Profit Factor | 2.1447 | 2.9651 | 1.2694 | 1.1504 | 1.0601 | 1.2675 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 36.4407 | 33.8983 | 38.9831 | 36.4407 | 33.8983 | 38.9831 |
Ratio Avg Win / Avg Loss | 3.7407 | 5.7819 | 1.9869 | 2.0066 | 2.0672 | 1.9839 |
Largest Winning Trade | 322608 | 322608 | 51085 | 1091727 | 1091727 | 902485 |
Largest Losing Trade | -45545 | -34821 | -45545 | -436488 | -436488 | -382526 |
Avg Bars in Trades | 207 | 189 | 225 | 207 | 189 | 225 |
Avg Bars in Winners | 343 | 327 | 356 | 343 | 327 | 356 |
Avg Bars in Losers | 129 | 118 | 141 | 129 | 118 | 141 |
Bars Traded | 24461 | 11169 | 13292 | 24461 | 11169 | 13292 |
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 | 318618 | -168213 | -317128 | -92161 | -450011 | -228355 |
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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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