Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462246.6319 | 396215.1303 | 66031.5016 | 331730.1369 | 231212.7648 | 100517.3721 |
Total P&L (%) | 462.2466 | 396.2151 | 66.0315 | 331.7301 | 231.2128 | 100.5174 |
Avg Daily Profit (%) | 0.2416 | 0.2071 | 0.0345 | 0.0765 | 0.0626 | 0.0364 |
Buy And Hold Return (%) | 29.8317 | 29.8317 | 29.8317 | 29.8317 | 29.8317 | 29.8317 |
Max Trade Drawdown | -249140 | -211664 | -89514 | -1960605 | -1608187 | -708876 |
Profit Factor | 1.4933 | 1.8214 | 1.1452 | 1.0682 | 1.088 | 1.0449 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 43.7788 | 44.0367 | 43.5185 | 43.7788 | 44.0367 | 43.5185 |
Ratio Avg Win / Avg Loss | 1.9177 | 2.3146 | 1.4864 | 1.3717 | 1.3827 | 1.3561 |
Largest Winning Trade | 236314 | 236314 | 43720 | 571764 | 571764 | 295157 |
Largest Losing Trade | -35538 | -35538 | -27227 | -403148 | -403148 | -380080 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 7616 | 3578 | 4038 | 7616 | 3578 | 4038 |
Profit Streak | 0 | 0 | 36.8227 | 0 | 0 | 36.8227 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326482 | 307935 | -214841 | -237680 | -235634 | -320052 |
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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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