Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814029.9428 | 691613.0475 | 122416.8953 | 2726001.0765 | 2574964.9711 | 151036.1054 |
Total P&L (%) | 814.0299 | 691.613 | 122.4169 | 2726.0011 | 2574.965 | 151.0361 |
Avg Daily Profit (%) | 0.3256 | 0.2766 | 0.049 | 0.1337 | 0.1315 | 0.0368 |
Buy And Hold Return (%) | 130.9262 | 130.9262 | 130.9262 | 130.9262 | 130.9262 | 130.9262 |
Max Trade Drawdown | -116236 | -94222 | -88163 | -1786089 | -1492339 | -1317002 |
Profit Factor | 1.8087 | 2.3667 | 1.2446 | 1.2661 | 1.5075 | 1.0292 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Losing Trades | 192 | 102 | 90 | 192 | 102 | 90 |
Profitability (%) | 37.0492 | 33.3333 | 40.7895 | 37.0492 | 33.3333 | 40.7895 |
Ratio Avg Win / Avg Loss | 3.0732 | 4.7334 | 1.8066 | 2.1513 | 3.015 | 1.494 |
Largest Winning Trade | 411811 | 411811 | 36387 | 1833919 | 1833919 | 437911 |
Largest Losing Trade | -54628 | -19158 | -54628 | -918009 | -393249 | -918009 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 4968 | 2162 | 2806 | 4968 | 2162 | 2806 |
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 | 318858 | 219536 | -295501 | -16235 | -20488 | -453154 |
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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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