Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601644.5673 | 587925.4392 | 13719.1281 | 445403.0861 | 240140.0692 | 205263.017 |
Total P&L (%) | 601.6446 | 587.9254 | 13.7191 | 445.4031 | 240.1401 | 205.263 |
Avg Daily Profit (%) | 0.3208 | 0.3135 | 0.0073 | 0.0905 | 0.0653 | 0.0595 |
Buy And Hold Return (%) | 238.8902 | 238.8902 | 238.8902 | 238.8902 | 238.8902 | 238.8902 |
Max Trade Drawdown | -110268 | -104923 | -139936 | -479316 | -363422 | -296113 |
Profit Factor | 1.5838 | 2.2161 | 1.0251 | 1.1225 | 1.1275 | 1.1172 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Losing Trades | 164 | 80 | 84 | 164 | 80 | 84 |
Profitability (%) | 46.9256 | 48.3871 | 45.4545 | 46.9256 | 48.3871 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.7913 | 2.3639 | 1.2301 | 1.2696 | 1.2026 | 1.3407 |
Largest Winning Trade | 203651 | 203651 | 58465 | 299516 | 299516 | 201005 |
Largest Losing Trade | -42576 | -26256 | -42576 | -110935 | -110935 | -110133 |
Avg Bars in Trades | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Winners | 49 | 40 | 58 | 49 | 40 | 58 |
Avg Bars in Losers | 23 | 23 | 22 | 23 | 23 | 22 |
Bars Traded | 10913 | 4907 | 6006 | 10913 | 4907 | 6006 |
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 | 319710 | 325423 | -543291 | -165262 | -350588 | -372306 |
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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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