Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1870494.3597 | 1873387.2298 | -2892.8701 | 1046555.2416 | 714672.8046 | 331882.437 |
Total P&L (%) | 1870.4944 | 1873.3872 | -2.8929 | 1046.5552 | 714.6728 | 331.8824 |
Avg Daily Profit (%) | 0.8278 | 0.8291 | -0.0013 | 0.108 | 0.0929 | 0.0648 |
Buy And Hold Return (%) | 251.0363 | 251.0363 | 251.0363 | 251.0363 | 251.0363 | 251.0363 |
Max Trade Drawdown | -262546 | -105840 | -183492 | -988577 | -583831 | -545165 |
Profit Factor | 3.0193 | 5.5102 | 0.9943 | 1.2407 | 1.3692 | 1.1376 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Profitability (%) | 36.246 | 36.129 | 36.3636 | 36.246 | 36.129 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.3108 | 9.7413 | 1.7401 | 2.1824 | 2.4205 | 1.9909 |
Largest Winning Trade | 1477450 | 1477450 | 62913 | 551015 | 506044 | 551015 |
Largest Losing Trade | -43930 | -26507 | -43930 | -191763 | -132650 | -191763 |
Avg Bars in Trades | 41 | 38 | 45 | 41 | 38 | 45 |
Avg Bars in Winners | 85 | 76 | 94 | 85 | 76 | 94 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 12888 | 5912 | 6976 | 12888 | 5912 | 6976 |
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 | 548083 | 584015 | -583051 | -53348 | -75327 | -245100 |
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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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