Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719904.2264 | 673833.7709 | 46070.4554 | 672591.2523 | 816470.4805 | -143879.2282 |
Total P&L (%) | 719.9042 | 673.8338 | 46.0705 | 672.5913 | 816.4705 | -143.8792 |
Avg Daily Profit (%) | 0.3899 | 0.3649 | 0.025 | 0.1108 | 0.12 | 0 |
Buy And Hold Return (%) | 55.0297 | 55.0297 | 55.0297 | 55.0297 | 55.0297 | 55.0297 |
Max Trade Drawdown | -117889 | -107982 | -201233 | -1219921 | -576289 | -1005716 |
Profit Factor | 1.4186 | 1.7855 | 1.0534 | 1.0913 | 1.2287 | 0.9621 |
Total Trades | 438 | 219 | 219 | 438 | 219 | 219 |
Winning Trades | 155 | 69 | 86 | 155 | 69 | 86 |
Losing Trades | 283 | 150 | 133 | 283 | 150 | 133 |
Profitability (%) | 35.3881 | 31.5068 | 39.2694 | 35.3881 | 31.5068 | 39.2694 |
Ratio Avg Win / Avg Loss | 2.5901 | 3.8815 | 1.6292 | 1.9925 | 2.6711 | 1.4879 |
Largest Winning Trade | 231817 | 231817 | 61782 | 541874 | 541874 | 486809 |
Largest Losing Trade | -24329 | -19350 | -24329 | -289065 | -187219 | -289065 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7330 | 3834 | 3496 | 7330 | 3834 | 3496 |
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 | 304738 | 234371 | -489245 | -166748 | -37889 | -582415 |
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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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