Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906153.8253 | 825431.4645 | 80722.3607 | 1339798.0621 | 976769.3612 | 363028.7009 |
Total P&L (%) | 906.1538 | 825.4315 | 80.7224 | 1339.7981 | 976.7694 | 363.0287 |
Avg Daily Profit (%) | 0.4903 | 0.4467 | 0.0437 | 0.1444 | 0.1287 | 0.083 |
Buy And Hold Return (%) | 116.6412 | 116.6412 | 116.6412 | 116.6412 | 116.6412 | 116.6412 |
Max Trade Drawdown | -58990 | -66515 | -45443 | -1048015 | -491541 | -985380 |
Profit Factor | 2.6429 | 3.6791 | 1.3316 | 1.2926 | 1.3906 | 1.1747 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 51.0791 | 51.4286 | 50.7246 | 51.0791 | 51.4286 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.5312 | 3.4747 | 1.2935 | 1.238 | 1.3133 | 1.1411 |
Largest Winning Trade | 730264 | 730264 | 46678 | 744929 | 529385 | 744929 |
Largest Losing Trade | -30990 | -30990 | -26833 | -624950 | -354320 | -624950 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 52 | 50 | 53 | 52 | 50 | 53 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 5292 | 2576 | 2716 | 5292 | 2576 | 2716 |
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 | 578451 | -77022 | -401652 | 26145 | -114168 | -215140 |
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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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