Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763504.2244 | 683270.2705 | 80233.9539 | 1149697.5296 | 869714.8381 | 279982.6915 |
Total P&L (%) | 763.5042 | 683.2703 | 80.234 | 1149.6975 | 869.7148 | 279.9827 |
Avg Daily Profit (%) | 0.4104 | 0.3673 | 0.0431 | 0.1358 | 0.1222 | 0.0718 |
Buy And Hold Return (%) | 49.8578 | 49.8578 | 49.8578 | 49.8578 | 49.8578 | 49.8578 |
Max Trade Drawdown | -99405 | -92448 | -204285 | -1779018 | -1049119 | -1516703 |
Profit Factor | 1.4472 | 1.802 | 1.0938 | 1.0969 | 1.1454 | 1.0476 |
Total Trades | 456 | 228 | 228 | 456 | 228 | 228 |
Winning Trades | 158 | 70 | 88 | 158 | 70 | 88 |
Losing Trades | 298 | 158 | 140 | 298 | 158 | 140 |
Profitability (%) | 34.6491 | 30.7018 | 38.5965 | 34.6491 | 30.7018 | 38.5965 |
Ratio Avg Win / Avg Loss | 2.7294 | 4.0673 | 1.7401 | 2.0689 | 2.5853 | 1.6667 |
Largest Winning Trade | 231817 | 231817 | 45272 | 1025654 | 1025654 | 676542 |
Largest Losing Trade | -23981 | -18131 | -23981 | -436610 | -236362 | -436610 |
Avg Bars in Trades | 16 | 17 | 15 | 16 | 17 | 15 |
Avg Bars in Winners | 30 | 36 | 25 | 30 | 36 | 25 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 7401 | 3890 | 3510 | 7401 | 3890 | 3510 |
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 | 310365 | 226649 | -264567 | -127401 | -95577 | -268591 |
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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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