Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629206.9246 | 551679.6259 | 77527.2987 | 1110739.6679 | 970750.785 | 139988.8829 |
Total P&L (%) | 629.2069 | 551.6796 | 77.5273 | 1110.7397 | 970.7508 | 139.9889 |
Avg Daily Profit (%) | 0.3889 | 0.341 | 0.0479 | 0.1542 | 0.1466 | 0.0541 |
Buy And Hold Return (%) | 27.7 | 27.7 | 27.7 | 27.7 | 27.7 | 27.7 |
Max Trade Drawdown | -133105 | -92017 | -192132 | -1374975 | -747824 | -1412872 |
Profit Factor | 1.5579 | 1.9947 | 1.1352 | 1.1443 | 1.2506 | 1.0366 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 51.3944 | 50 | 52.8 | 51.3944 | 50 | 52.8 |
Ratio Avg Win / Avg Loss | 1.4733 | 1.9947 | 1.0148 | 1.0822 | 1.2506 | 0.9267 |
Largest Winning Trade | 138809 | 138809 | 75277 | 496650 | 496650 | 413728 |
Largest Losing Trade | -58562 | -39778 | -58562 | -528486 | -289003 | -528486 |
Avg Bars in Trades | 75 | 64 | 87 | 75 | 64 | 87 |
Avg Bars in Winners | 95 | 81 | 108 | 95 | 81 | 108 |
Avg Bars in Losers | 55 | 47 | 64 | 55 | 47 | 64 |
Bars Traded | 19054 | 8112 | 10942 | 19054 | 8112 | 10942 |
Profit Streak | 0 | 0 | 510.1715 | 0 | 0 | 510.1715 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461008 | 461262 | -202873 | -52619 | 97075 | -302744 |
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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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