Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318228.8088 | 226163.7782 | 92065.0306 | 1007257.5902 | 694633.3257 | 312624.2645 |
Total P&L (%) | 318.2288 | 226.1638 | 92.065 | 1007.2576 | 694.6333 | 312.6243 |
Avg Daily Profit (%) | 0.611 | 0.4342 | 0.1768 | 0.4627 | 0.3988 | 0.2725 |
Buy And Hold Return (%) | 46.674 | 46.674 | 46.674 | 46.674 | 46.674 | 46.674 |
Max Trade Drawdown | -40598 | -45731 | -36621 | -231656 | -217107 | -180545 |
Profit Factor | 1.5601 | 1.8014 | 1.322 | 1.4559 | 1.627 | 1.2837 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Losing Trades | 262 | 128 | 134 | 262 | 128 | 134 |
Profitability (%) | 35.468 | 36.9458 | 33.9901 | 35.468 | 36.9458 | 33.9901 |
Ratio Avg Win / Avg Loss | 2.8386 | 3.0744 | 2.5674 | 2.6488 | 2.7768 | 2.4931 |
Largest Winning Trade | 82839 | 82839 | 22623 | 176148 | 176148 | 82280 |
Largest Losing Trade | -9766 | -6460 | -9766 | -69475 | -45433 | -69475 |
Avg Bars in Trades | 61 | 61 | 60 | 61 | 61 | 60 |
Avg Bars in Winners | 108 | 106 | 111 | 108 | 106 | 111 |
Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
Bars Traded | 24861 | 12585 | 12276 | 24861 | 12585 | 12276 |
Profit Streak | 0 | 0 | 6.356 | 0 | 0 | 6.356 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349181 | 231524 | -3915 | 299979 | 276433 | 127423 |
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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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