Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663882.3042 | 589265.0353 | 74617.2689 | 1758514.3099 | 1728111.7945 | 30402.5154 |
Total P&L (%) | 663.8823 | 589.265 | 74.6173 | 1758.5143 | 1728.1118 | 30.4025 |
Avg Daily Profit (%) | 0.2775 | 0.2463 | 0.0312 | 0.1222 | 0.1216 | 0.0111 |
Buy And Hold Return (%) | 157.4588 | 157.4588 | 157.4588 | 157.4588 | 157.4588 | 157.4588 |
Max Trade Drawdown | -152293 | -120565 | -163868 | -3227274 | -2368964 | -2116420 |
Profit Factor | 1.4226 | 1.8093 | 1.0885 | 1.1062 | 1.2095 | 1.0037 |
Total Trades | 379 | 190 | 189 | 379 | 190 | 189 |
Winning Trades | 170 | 91 | 79 | 170 | 91 | 79 |
Losing Trades | 209 | 99 | 110 | 209 | 99 | 110 |
Profitability (%) | 44.8549 | 47.8947 | 41.7989 | 44.8549 | 47.8947 | 41.7989 |
Ratio Avg Win / Avg Loss | 1.749 | 1.9684 | 1.5157 | 1.36 | 1.3158 | 1.3975 |
Largest Winning Trade | 145338 | 145338 | 58260 | 1092644 | 1092644 | 620925 |
Largest Losing Trade | -30084 | -23286 | -30084 | -567560 | -567560 | -409100 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 4700 | 2221 | 2479 | 4700 | 2221 | 2479 |
Profit Streak | 1.574 | 52.074 | 0 | 1.574 | 52.074 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231202 | 388421 | -441490 | -135265 | -29408 | -562764 |
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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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