Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293988.3181 | 217508.8856 | 76479.4325 | 545690.7309 | 273846.0719 | 271844.659 |
Total P&L (%) | 293.9883 | 217.5089 | 76.4794 | 545.6907 | 273.8461 | 271.8447 |
Avg Daily Profit (%) | 0.2822 | 0.2088 | 0.0734 | 0.1792 | 0.1267 | 0.1262 |
Buy And Hold Return (%) | 39.2744 | 39.2744 | 39.2744 | 39.2744 | 39.2744 | 39.2744 |
Max Trade Drawdown | -77275 | -59061 | -68903 | -753212 | -470829 | -333904 |
Profit Factor | 1.3597 | 1.5499 | 1.1813 | 1.1227 | 1.1212 | 1.1242 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 173 | 79 | 94 | 173 | 79 | 94 |
Losing Trades | 246 | 130 | 116 | 246 | 130 | 116 |
Profitability (%) | 41.2888 | 37.799 | 44.7619 | 41.2888 | 37.799 | 44.7619 |
Ratio Avg Win / Avg Loss | 1.9334 | 2.5504 | 1.4578 | 1.5964 | 1.8451 | 1.3873 |
Largest Winning Trade | 60082 | 60082 | 27019 | 209733 | 209733 | 166454 |
Largest Losing Trade | -15152 | -11441 | -15152 | -99823 | -81414 | -99823 |
Avg Bars in Trades | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Winners | 94 | 92 | 96 | 94 | 92 | 96 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 24776 | 11522 | 13254 | 24776 | 11522 | 13254 |
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 | 312693 | 188550 | -124731 | -77787 | -114199 | -110038 |
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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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