Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721261.9214 | 648663.096 | 72598.8255 | 627331.0027 | 189030.8008 | 438300.202 |
Total P&L (%) | 721.2619 | 648.6631 | 72.5988 | 627.331 | 189.0308 | 438.3002 |
Avg Daily Profit (%) | 0.3905 | 0.3512 | 0.0393 | 0.1075 | 0.0575 | 0.0912 |
Buy And Hold Return (%) | 14.883 | 14.883 | 14.883 | 14.883 | 14.883 | 14.883 |
Max Trade Drawdown | -114503 | -95094 | -93486 | -2160506 | -1677397 | -1104698 |
Profit Factor | 1.7658 | 2.4285 | 1.1488 | 1.052 | 1.0321 | 1.071 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Profitability (%) | 36.9811 | 34.5865 | 39.3939 | 36.9811 | 34.5865 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.0091 | 4.593 | 1.7675 | 1.7927 | 1.952 | 1.6477 |
Largest Winning Trade | 448876 | 448876 | 58145 | 739202 | 739202 | 645914 |
Largest Losing Trade | -32421 | -18801 | -32421 | -478264 | -379328 | -478264 |
Avg Bars in Trades | 82 | 74 | 90 | 82 | 74 | 90 |
Avg Bars in Winners | 151 | 130 | 169 | 151 | 130 | 169 |
Avg Bars in Losers | 41 | 44 | 39 | 41 | 44 | 39 |
Bars Traded | 21796 | 9846 | 11950 | 21796 | 9846 | 11950 |
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 | 336151 | 279413 | -201860 | -214959 | -306465 | -216890 |
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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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