Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747476.793 | 679278.788 | 68198.0051 | 976049.5433 | 776919.6319 | 199129.9115 |
Total P&L (%) | 747.4768 | 679.2788 | 68.198 | 976.0495 | 776.9196 | 199.1299 |
Avg Daily Profit (%) | 0.4048 | 0.3679 | 0.0369 | 0.1288 | 0.1177 | 0.0594 |
Buy And Hold Return (%) | 55.0297 | 55.0297 | 55.0297 | 55.0297 | 55.0297 | 55.0297 |
Max Trade Drawdown | -99405 | -97052 | -204301 | -1417886 | -810637 | -1208820 |
Profit Factor | 1.4332 | 1.7882 | 1.079 | 1.1016 | 1.1607 | 1.0417 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 163 | 71 | 92 | 163 | 71 | 92 |
Losing Trades | 305 | 163 | 142 | 305 | 163 | 142 |
Profitability (%) | 34.8291 | 30.3419 | 39.3162 | 34.8291 | 30.3419 | 39.3162 |
Ratio Avg Win / Avg Loss | 2.6818 | 4.1053 | 1.6654 | 2.0613 | 2.6648 | 1.6079 |
Largest Winning Trade | 231817 | 231817 | 45272 | 782721 | 782721 | 531455 |
Largest Losing Trade | -23981 | -18131 | -23981 | -347981 | -184022 | -347981 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 29 | 35 | 24 | 29 | 35 | 24 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 7330 | 3859 | 3470 | 7330 | 3859 | 3470 |
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 | 310361 | 221975 | -370646 | -131539 | -84836 | -292944 |
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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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