Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1256184.161 | 1221930.8022 | 34253.3588 | 830840.3874 | 247499.0338 | 583341.3536 |
Total P&L (%) | 1256.1842 | 1221.9308 | 34.2534 | 830.8404 | 247.499 | 583.3414 |
Avg Daily Profit (%) | 0.6664 | 0.6482 | 0.0182 | 0.1184 | 0.0661 | 0.102 |
Buy And Hold Return (%) | 384.8569 | 384.8569 | 384.8569 | 384.8569 | 384.8569 | 384.8569 |
Max Trade Drawdown | -128062 | -37865 | -125806 | -1858946 | -785201 | -1175864 |
Profit Factor | 3.0611 | 6.333 | 1.0901 | 1.1496 | 1.101 | 1.1881 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 52.5773 | 47.9167 | 57.1429 | 52.5773 | 47.9167 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.761 | 6.8837 | 0.8175 | 1.0369 | 1.1967 | 0.891 |
Largest Winning Trade | 1008347 | 1008347 | 62423 | 893675 | 608578 | 893675 |
Largest Losing Trade | -60044 | -26626 | -60044 | -584219 | -584219 | -506892 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 47 | 39 | 53 | 47 | 39 | 53 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 3620 | 1594 | 2026 | 3620 | 1594 | 2026 |
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 | 561176 | 601924 | -456462 | -95681 | -380634 | -80799 |
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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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