Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305193.5035 | 230466.8815 | 74726.622 | 622020.4674 | 64298.2107 | 557722.2567 |
Total P&L (%) | 305.1935 | 230.4669 | 74.7266 | 622.0205 | 64.2982 | 557.7223 |
Avg Daily Profit (%) | 0.293 | 0.2213 | 0.0717 | 0.19 | 0.0477 | 0.181 |
Buy And Hold Return (%) | 37.8641 | 37.8641 | 37.8641 | 37.8641 | 37.8641 | 37.8641 |
Max Trade Drawdown | -83857 | -59908 | -46391 | -1018653 | -790830 | -498589 |
Profit Factor | 1.3815 | 1.6034 | 1.1787 | 1.115 | 1.0226 | 1.2172 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 200 | 87 | 113 | 200 | 87 | 113 |
Losing Trades | 264 | 145 | 119 | 264 | 145 | 119 |
Profitability (%) | 43.1034 | 37.5 | 48.7069 | 43.1034 | 37.5 | 48.7069 |
Ratio Avg Win / Avg Loss | 1.8235 | 2.6723 | 1.2413 | 1.4718 | 1.7044 | 1.2819 |
Largest Winning Trade | 62139 | 62139 | 25744 | 311450 | 286157 | 311450 |
Largest Losing Trade | -15671 | -15671 | -13588 | -188156 | -188156 | -172459 |
Avg Bars in Trades | 53 | 46 | 59 | 53 | 46 | 59 |
Avg Bars in Winners | 79 | 83 | 76 | 79 | 83 | 76 |
Avg Bars in Losers | 33 | 24 | 43 | 33 | 24 | 43 |
Bars Traded | 24630 | 10825 | 13805 | 24630 | 10825 | 13805 |
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 | 354659 | 216939 | -127984 | -86352 | -336871 | 273926 |
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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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