Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663343.9354 | 579407.3887 | 83936.5467 | 715304.6784 | 425131.7536 | 290172.9249 |
Total P&L (%) | 663.3439 | 579.4074 | 83.9365 | 715.3047 | 425.1318 | 290.1729 |
Avg Daily Profit (%) | 0.358 | 0.3127 | 0.0453 | 0.1133 | 0.0895 | 0.0735 |
Buy And Hold Return (%) | 47.8271 | 47.8271 | 47.8271 | 47.8271 | 47.8271 | 47.8271 |
Max Trade Drawdown | -111679 | -95672 | -106685 | -2873780 | -2177678 | -2365845 |
Profit Factor | 1.6223 | 2.0971 | 1.156 | 1.0383 | 1.0455 | 1.0311 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 37.2727 | 33.6364 | 40.9091 | 37.2727 | 33.6364 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.7302 | 4.1376 | 1.6698 | 1.7473 | 2.0627 | 1.4893 |
Largest Winning Trade | 346325 | 346325 | 41790 | 1619913 | 1619913 | 994278 |
Largest Losing Trade | -32602 | -27540 | -32602 | -761170 | -633752 | -761170 |
Avg Bars in Trades | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Winners | 152 | 150 | 154 | 152 | 150 | 154 |
Avg Bars in Losers | 68 | 71 | 65 | 68 | 71 | 65 |
Bars Traded | 21941 | 10764 | 11177 | 21941 | 10764 | 11177 |
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 | 311795 | 229073 | -192496 | -222444 | -249460 | -285589 |
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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) |
---|