Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601129.2106 | 563388.1448 | 37741.0658 | 22319.4226 | 207641.7304 | -185322.3078 |
Total P&L (%) | 601.1292 | 563.3881 | 37.7411 | 22.3194 | 207.6417 | -185.3223 |
Avg Daily Profit (%) | 0.3302 | 0.3095 | 0.0207 | 0.0111 | 0.0617 | 0 |
Buy And Hold Return (%) | 88.6525 | 88.6525 | 88.6525 | 88.6525 | 88.6525 | 88.6525 |
Max Trade Drawdown | -119205 | -89171 | -131141 | -171380 | -134718 | -232081 |
Profit Factor | 1.5759 | 2.0093 | 1.0777 | 1.0186 | 1.3813 | 0.7161 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 60 | 54.6392 | 65.3061 | 60 | 54.6392 | 65.3061 |
Ratio Avg Win / Avg Loss | 1.0506 | 1.6681 | 0.5725 | 0.6791 | 1.1467 | 0.3804 |
Largest Winning Trade | 352233 | 352233 | 55758 | 67826 | 67826 | 47439 |
Largest Losing Trade | -73370 | -43508 | -73370 | -150015 | -46410 | -150015 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 19 | 22 | 17 | 19 | 22 | 17 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 3417 | 1845 | 1572 | 3417 | 1845 | 1572 |
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 | 481305 | 466032 | -465388 | -542922 | -113920 | -578531 |
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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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