Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885829.8739 | 799454.9611 | 86374.9128 | 1846115.2313 | 1140306.1949 | 705809.0365 |
Total P&L (%) | 885.8299 | 799.455 | 86.3749 | 1846.1152 | 1140.3062 | 705.809 |
Avg Daily Profit (%) | 0.3539 | 0.3194 | 0.0345 | 0.1187 | 0.1006 | 0.0834 |
Buy And Hold Return (%) | 248.9868 | 248.9868 | 248.9868 | 248.9868 | 248.9868 | 248.9868 |
Max Trade Drawdown | -136331 | -102135 | -78981 | -939921 | -634892 | -372569 |
Profit Factor | 1.8355 | 2.3449 | 1.1854 | 1.5246 | 1.5024 | 1.5648 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 116 | 49 | 67 | 116 | 49 | 67 |
Losing Trades | 146 | 82 | 64 | 146 | 82 | 64 |
Profitability (%) | 44.2748 | 37.4046 | 51.145 | 44.2748 | 37.4046 | 51.145 |
Ratio Avg Win / Avg Loss | 2.3102 | 3.9242 | 1.1323 | 1.9189 | 2.5142 | 1.4948 |
Largest Winning Trade | 408869 | 408869 | 39197 | 957178 | 957178 | 466105 |
Largest Losing Trade | -51783 | -51783 | -38997 | -420554 | -420554 | -372569 |
Avg Bars in Trades | 37 | 43 | 30 | 37 | 43 | 30 |
Avg Bars in Winners | 48 | 61 | 39 | 48 | 61 | 39 |
Avg Bars in Losers | 28 | 32 | 21 | 28 | 32 | 21 |
Bars Traded | 9753 | 5701 | 4052 | 9753 | 5701 | 4052 |
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 | 337132 | 197840 | -329202 | -32458 | -62572 | -82800 |
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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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