Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572885.4769 | 500922.7386 | 71962.7383 | 569113.6078 | 321997.1156 | 247116.4922 |
Total P&L (%) | 572.8855 | 500.9227 | 71.9627 | 569.1136 | 321.9971 | 247.1165 |
Avg Daily Profit (%) | 0.3101 | 0.2711 | 0.0389 | 0.1029 | 0.078 | 0.0674 |
Buy And Hold Return (%) | 28.366 | 28.366 | 28.366 | 28.366 | 28.366 | 28.366 |
Max Trade Drawdown | -98411 | -86113 | -125843 | -1292405 | -1165749 | -704568 |
Profit Factor | 1.6799 | 2.291 | 1.1583 | 1.0755 | 1.089 | 1.0631 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 42.439 | 40.7767 | 44.1176 | 42.439 | 40.7767 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.2785 | 3.3274 | 1.4672 | 1.4587 | 1.5816 | 1.3466 |
Largest Winning Trade | 263314 | 263314 | 42131 | 698598 | 698598 | 363979 |
Largest Losing Trade | -32058 | -18185 | -32058 | -422752 | -290944 | -422752 |
Avg Bars in Trades | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Winners | 76 | 70 | 83 | 76 | 70 | 83 |
Avg Bars in Losers | 35 | 32 | 38 | 35 | 32 | 38 |
Bars Traded | 10895 | 4948 | 5947 | 10895 | 4948 | 5947 |
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 | 370571 | 329066 | -193365 | -194476 | -214256 | -256686 |
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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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