Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712142.4779 | 585402.5351 | 126739.9428 | 2632401.2064 | 944590.934 | 1687810.2724 |
Total P&L (%) | 712.1425 | 585.4025 | 126.7399 | 2632.4012 | 944.5909 | 1687.8103 |
Avg Daily Profit (%) | 0.3854 | 0.3168 | 0.0686 | 0.1792 | 0.1271 | 0.1562 |
Buy And Hold Return (%) | 74.7241 | 74.7241 | 74.7241 | 74.7241 | 74.7241 | 74.7241 |
Max Trade Drawdown | -93138 | -96969 | -86939 | -5470938 | -5648691 | -4170222 |
Profit Factor | 1.5974 | 1.9638 | 1.2168 | 1.0523 | 1.0369 | 1.0682 |
Total Trades | 405 | 203 | 202 | 405 | 203 | 202 |
Winning Trades | 144 | 64 | 80 | 144 | 64 | 80 |
Losing Trades | 261 | 139 | 122 | 261 | 139 | 122 |
Profitability (%) | 35.5556 | 31.5271 | 39.604 | 35.5556 | 31.5271 | 39.604 |
Ratio Avg Win / Avg Loss | 2.8954 | 4.2652 | 1.8556 | 1.9072 | 2.252 | 1.6289 |
Largest Winning Trade | 285421 | 285421 | 47722 | 2550060 | 2550060 | 1247937 |
Largest Losing Trade | -31065 | -19255 | -31065 | -1959713 | -1125839 | -1959713 |
Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Winners | 32 | 36 | 29 | 32 | 36 | 29 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7185 | 3714 | 3471 | 7185 | 3714 | 3471 |
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 | 338854 | 229235 | -112843 | -157277 | -208197 | -140042 |
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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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