Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478627.9676 | 1395455.0536 | 83172.914 | 1272071.3428 | -226395.518 | 1498466.8607 |
Total P&L (%) | 1478.628 | 1395.4551 | 83.1729 | 1272.0713 | -226.3955 | 1498.4669 |
Avg Daily Profit (%) | 0.8232 | 0.7769 | 0.0463 | 0.1459 | 0 | 0.1544 |
Buy And Hold Return (%) | 293.7945 | 293.7945 | 293.7945 | 293.7945 | 293.7945 | 293.7945 |
Max Trade Drawdown | -97470 | -132544 | -136407 | -1280894 | -1221127 | -612876 |
Profit Factor | 3.2379 | 5.0293 | 1.2645 | 1.2536 | 0.9296 | 1.8322 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 43.1373 | 39.2157 | 47.0588 | 43.1373 | 39.2157 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.2681 | 7.7954 | 1.4226 | 1.6524 | 1.4409 | 2.0613 |
Largest Winning Trade | 1137583 | 1137583 | 51548 | 540171 | 466436 | 540171 |
Largest Losing Trade | -80480 | -30785 | -80480 | -272937 | -267460 | -272937 |
Avg Bars in Trades | 101 | 94 | 109 | 101 | 94 | 109 |
Avg Bars in Winners | 156 | 151 | 159 | 156 | 151 | 159 |
Avg Bars in Losers | 60 | 57 | 64 | 60 | 57 | 64 |
Bars Traded | 10370 | 4809 | 5561 | 10370 | 4809 | 5561 |
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 | 563992 | -165020 | -478174 | -1256 | -763360 | -171340 |
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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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