Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808805.5226 | 760861.0499 | 47944.4727 | 690525.7165 | 57385.2038 | 633140.5127 |
Total P&L (%) | 808.8055 | 760.8611 | 47.9445 | 690.5257 | 57.3852 | 633.1405 |
Avg Daily Profit (%) | 0.4298 | 0.4043 | 0.0255 | 0.1099 | 0.0241 | 0.1059 |
Buy And Hold Return (%) | 316.3419 | 316.3419 | 316.3419 | 316.3419 | 316.3419 | 316.3419 |
Max Trade Drawdown | -161923 | -135451 | -127716 | -1485197 | -1215165 | -384454 |
Profit Factor | 1.5379 | 1.7374 | 1.1016 | 1.1055 | 1.0124 | 1.3297 |
Total Trades | 487 | 243 | 244 | 487 | 243 | 244 |
Winning Trades | 206 | 92 | 114 | 206 | 92 | 114 |
Losing Trades | 281 | 151 | 130 | 281 | 151 | 130 |
Profitability (%) | 42.2998 | 37.8601 | 46.7213 | 42.2998 | 37.8601 | 46.7213 |
Ratio Avg Win / Avg Loss | 2.0979 | 2.8517 | 1.2562 | 1.508 | 1.6617 | 1.5163 |
Largest Winning Trade | 287695 | 287695 | 21320 | 432474 | 432474 | 360726 |
Largest Losing Trade | -39300 | -39300 | -28397 | -486468 | -486468 | -144852 |
Avg Bars in Trades | 11 | 19 | 3 | 11 | 19 | 3 |
Avg Bars in Winners | 14 | 27 | 4 | 14 | 27 | 4 |
Avg Bars in Losers | 9 | 14 | 2 | 9 | 14 | 2 |
Bars Traded | 5604 | 4749 | 855 | 5604 | 4749 | 855 |
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 | 323050 | 185842 | -433636 | -155032 | -535943 | -56955 |
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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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