Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873287.4295 | 758171.9843 | 115115.4452 | 2742691.5675 | 2615176.6834 | 127514.884 |
Total P&L (%) | 873.2874 | 758.172 | 115.1154 | 2742.6916 | 2615.1767 | 127.5149 |
Avg Daily Profit (%) | 0.3478 | 0.302 | 0.0459 | 0.1334 | 0.1316 | 0.0327 |
Buy And Hold Return (%) | 140.131 | 140.131 | 140.131 | 140.131 | 140.131 | 140.131 |
Max Trade Drawdown | -90279 | -103309 | -64507 | -2549899 | -1937798 | -1206260 |
Profit Factor | 1.683 | 2.0895 | 1.1975 | 1.2258 | 1.3917 | 1.0233 |
Total Trades | 524 | 262 | 262 | 524 | 262 | 262 |
Winning Trades | 181 | 82 | 99 | 181 | 82 | 99 |
Losing Trades | 343 | 180 | 163 | 343 | 180 | 163 |
Profitability (%) | 34.542 | 31.2977 | 37.7863 | 34.542 | 31.2977 | 37.7863 |
Ratio Avg Win / Avg Loss | 3.1893 | 4.5868 | 1.9717 | 2.3229 | 3.055 | 1.6848 |
Largest Winning Trade | 444559 | 444559 | 40151 | 3238039 | 3238039 | 370755 |
Largest Losing Trade | -22103 | -18367 | -22103 | -668792 | -668792 | -580435 |
Avg Bars in Trades | 14 | 12 | 15 | 14 | 12 | 15 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 7483 | 3339 | 4144 | 7483 | 3339 | 4144 |
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 | 323355 | 203129 | -303234 | -16759 | -21370 | -512361 |
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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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