Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960327.8433 | 916155.0963 | 44172.7471 | 574479.4088 | 163134.8236 | 411344.5852 |
Total P&L (%) | 960.3278 | 916.1551 | 44.1727 | 574.4794 | 163.1348 | 411.3446 |
Avg Daily Profit (%) | 0.5194 | 0.4955 | 0.0239 | 0.1033 | 0.0523 | 0.0883 |
Buy And Hold Return (%) | 104.0918 | 104.0918 | 104.0918 | 104.0918 | 104.0918 | 104.0918 |
Max Trade Drawdown | -108116 | -97186 | -98517 | -1177171 | -1141700 | -796565 |
Profit Factor | 2.5265 | 3.7678 | 1.1482 | 1.1147 | 1.0584 | 1.1857 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 50.9804 | 49.3506 | 52.6316 | 50.9804 | 49.3506 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.4294 | 3.8669 | 1.0334 | 1.0719 | 1.0863 | 1.0671 |
Largest Winning Trade | 882698 | 882698 | 44853 | 678981 | 678981 | 397519 |
Largest Losing Trade | -30990 | -30990 | -28239 | -357401 | -357401 | -227274 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 45 | 41 | 50 | 45 | 41 | 50 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 5274 | 2416 | 2858 | 5274 | 2416 | 2858 |
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 | 594454 | -24756 | -433368 | -149063 | -331255 | -142768 |
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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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