Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733763.6369 | 660522.8384 | 73240.7985 | 712480.0243 | 69566.2747 | 642913.7495 |
Total P&L (%) | 733.7636 | 660.5228 | 73.2408 | 712.48 | 69.5663 | 642.9138 |
Avg Daily Profit (%) | 0.3973 | 0.3576 | 0.0397 | 0.1135 | 0.0286 | 0.1086 |
Buy And Hold Return (%) | 15.8335 | 15.8335 | 15.8335 | 15.8335 | 15.8335 | 15.8335 |
Max Trade Drawdown | -108465 | -96341 | -82129 | -2662978 | -2478491 | -1028330 |
Profit Factor | 1.9293 | 2.7251 | 1.1801 | 1.0551 | 1.0106 | 1.1012 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 36.7347 | 32.4324 | 41.0959 | 36.7347 | 32.4324 | 41.0959 |
Ratio Avg Win / Avg Loss | 3.3226 | 5.6772 | 1.6914 | 1.8171 | 2.1054 | 1.5785 |
Largest Winning Trade | 441555 | 441555 | 61822 | 1381035 | 1381035 | 866388 |
Largest Losing Trade | -29096 | -21549 | -29096 | -500336 | -500336 | -429118 |
Avg Bars in Trades | 148 | 129 | 167 | 148 | 129 | 167 |
Avg Bars in Winners | 272 | 254 | 286 | 272 | 254 | 286 |
Avg Bars in Losers | 76 | 70 | 83 | 76 | 70 | 83 |
Bars Traded | 21798 | 9603 | 12195 | 21798 | 9603 | 12195 |
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 | 310233 | -56705 | -238360 | -204665 | -435633 | -231016 |
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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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