Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788090.9702 | 720753.8353 | 67337.1349 | 899953.1212 | 736920.4812 | 163032.64 |
Total P&L (%) | 788.091 | 720.7538 | 67.3371 | 899.9531 | 736.9205 | 163.0326 |
Avg Daily Profit (%) | 0.314 | 0.2872 | 0.0268 | 0.0918 | 0.0847 | 0.0385 |
Buy And Hold Return (%) | 175.9496 | 175.9496 | 175.9496 | 175.9496 | 175.9496 | 175.9496 |
Max Trade Drawdown | -103664 | -83352 | -124623 | -217060 | -210306 | -238402 |
Profit Factor | 1.8172 | 2.4464 | 1.1445 | 1.4983 | 1.7191 | 1.2086 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 83 | 33 | 50 | 83 | 33 | 50 |
Losing Trades | 109 | 63 | 46 | 109 | 63 | 46 |
Profitability (%) | 43.2292 | 34.375 | 52.0833 | 43.2292 | 34.375 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.3864 | 4.6704 | 1.0529 | 1.9676 | 3.282 | 1.112 |
Largest Winning Trade | 421584 | 421584 | 42373 | 578599 | 578599 | 114432 |
Largest Losing Trade | -69617 | -32670 | -69617 | -164998 | -117558 | -164998 |
Avg Bars in Trades | 51 | 46 | 55 | 51 | 46 | 55 |
Avg Bars in Winners | 68 | 68 | 69 | 68 | 68 | 69 |
Avg Bars in Losers | 37 | 35 | 40 | 37 | 35 | 40 |
Bars Traded | 9849 | 4510 | 5339 | 9849 | 4510 | 5339 |
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 | 325287 | 177619 | -384435 | -70474 | -84632 | -307693 |
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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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