Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766489.2347 | 729691.5853 | 36797.6494 | 1167826.3363 | 696590.082 | 471236.2543 |
Total P&L (%) | 766.4892 | 729.6916 | 36.7976 | 1167.8263 | 696.5901 | 471.2363 |
Avg Daily Profit (%) | 0.4244 | 0.404 | 0.0204 | 0.1407 | 0.115 | 0.0965 |
Buy And Hold Return (%) | 265.6183 | 265.6183 | 265.6183 | 265.6183 | 265.6183 | 265.6183 |
Max Trade Drawdown | -123117 | -90936 | -104212 | -2541740 | -1525442 | -1016298 |
Profit Factor | 1.7306 | 2.3138 | 1.0745 | 1.1316 | 1.1411 | 1.1197 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Losing Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.9778 | 2.6444 | 1.228 | 1.2933 | 1.3042 | 1.2796 |
Largest Winning Trade | 229288 | 229288 | 79006 | 1262797 | 1262797 | 955422 |
Largest Losing Trade | -29766 | -29766 | -22295 | -512732 | -512732 | -470610 |
Avg Bars in Trades | 64 | 61 | 66 | 64 | 61 | 66 |
Avg Bars in Winners | 92 | 95 | 89 | 92 | 95 | 89 |
Avg Bars in Losers | 39 | 32 | 45 | 39 | 32 | 45 |
Bars Traded | 21178 | 10208 | 10970 | 21178 | 10208 | 10970 |
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 | 376294 | 355111 | -470959 | -81933 | -108813 | -162342 |
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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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