Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613446.4476 | 569774.6072 | 43671.8404 | 783249.7005 | 701458.0711 | 81791.6294 |
Total P&L (%) | 613.4464 | 569.7746 | 43.6718 | 783.2497 | 701.4581 | 81.7916 |
Avg Daily Profit (%) | 0.3791 | 0.3521 | 0.027 | 0.1347 | 0.1287 | 0.0369 |
Buy And Hold Return (%) | 21.4447 | 21.4447 | 21.4447 | 21.4447 | 21.4447 | 21.4447 |
Max Trade Drawdown | -102185 | -118863 | -155881 | -514697 | -502214 | -426228 |
Profit Factor | 1.5658 | 2.0241 | 1.0827 | 1.1721 | 1.2931 | 1.0379 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 45.2555 | 43.7956 | 46.7153 | 45.2555 | 43.7956 | 46.7153 |
Ratio Avg Win / Avg Loss | 1.8941 | 2.5976 | 1.235 | 1.4178 | 1.6595 | 1.1838 |
Largest Winning Trade | 192542 | 192542 | 55908 | 320152 | 320152 | 267153 |
Largest Losing Trade | -46245 | -31238 | -46245 | -207628 | -207155 | -207628 |
Avg Bars in Trades | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Winners | 96 | 103 | 90 | 96 | 103 | 90 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 19022 | 9480 | 9542 | 19022 | 9480 | 9542 |
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 | 431151 | 380915 | -294442 | -44397 | -22220 | -326243 |
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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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