Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676680.2968 | 577027.1074 | 99653.1894 | 2737942.7047 | 2064154.6581 | 673788.0465 |
Total P&L (%) | 676.6803 | 577.0271 | 99.6532 | 2737.9427 | 2064.1547 | 673.788 |
Avg Daily Profit (%) | 0.4182 | 0.3566 | 0.0616 | 0.207 | 0.1902 | 0.1265 |
Buy And Hold Return (%) | 21.954 | 21.954 | 21.954 | 21.954 | 21.954 | 21.954 |
Max Trade Drawdown | -128962 | -127684 | -79347 | -3494314 | -3146990 | -1737474 |
Profit Factor | 1.9109 | 2.5173 | 1.2749 | 1.1706 | 1.2459 | 1.088 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 50.6173 | 50.6173 | 50.6173 | 50.6173 | 50.6173 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.8643 | 2.4559 | 1.2438 | 1.142 | 1.2155 | 1.0615 |
Largest Winning Trade | 136381 | 136381 | 67640 | 1780007 | 1733596 | 1780007 |
Largest Losing Trade | -43384 | -32701 | -43384 | -1270116 | -1270116 | -916178 |
Avg Bars in Trades | 117 | 115 | 119 | 117 | 115 | 119 |
Avg Bars in Winners | 167 | 171 | 163 | 167 | 171 | 163 |
Avg Bars in Losers | 66 | 58 | 74 | 66 | 58 | 74 |
Bars Traded | 19011 | 9364 | 9647 | 19011 | 9364 | 9647 |
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 | 520558 | 82686 | -124377 | -23841 | -4170 | -159257 |
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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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