Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1351360.7276 | 1353800.8833 | -2440.1558 | 91889.5919 | 4058.302 | 87831.2899 |
Total P&L (%) | 1351.3607 | 1353.8009 | -2.4402 | 91.8896 | 4.0583 | 87.8313 |
Avg Daily Profit (%) | 0.6487 | 0.6498 | -0.0012 | 0.0313 | 0.0019 | 0.0303 |
Buy And Hold Return (%) | 129.5031 | 129.5031 | 129.5031 | 129.5031 | 129.5031 | 129.5031 |
Max Trade Drawdown | -198920 | -176127 | -93312 | -1157550 | -1036924 | -344703 |
Profit Factor | 2.163 | 2.5257 | 0.9911 | 1.0199 | 1.0011 | 1.0928 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 114 | 62 | 52 | 114 | 62 | 52 |
Profitability (%) | 45.9716 | 40.9524 | 50.9434 | 45.9716 | 40.9524 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.5421 | 3.6417 | 0.9544 | 1.1986 | 1.4435 | 1.0523 |
Largest Winning Trade | 925794 | 925794 | 21126 | 724551 | 724551 | 169608 |
Largest Losing Trade | -49738 | -49738 | -48341 | -544952 | -544952 | -283894 |
Avg Bars in Trades | 117 | 216 | 19 | 117 | 216 | 19 |
Avg Bars in Winners | 144 | 301 | 20 | 144 | 301 | 20 |
Avg Bars in Losers | 94 | 157 | 19 | 94 | 157 | 19 |
Bars Traded | 24778 | 22694 | 2084 | 24778 | 22694 | 2084 |
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 | 558902 | 464545 | -580649 | -515994 | -579143 | -436527 |
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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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