Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707848.8181 | 669018.3669 | 38830.4512 | 504153.611 | 1422717.7857 | -918564.1747 |
Total P&L (%) | 707.8488 | 669.0184 | 38.8305 | 504.1536 | 1422.7178 | -918.5642 |
Avg Daily Profit (%) | 0.2823 | 0.2669 | 0.0155 | 0.0718 | 0.1087 | 0 |
Buy And Hold Return (%) | 156.4283 | 156.4283 | 156.4283 | 156.4283 | 156.4283 | 156.4283 |
Max Trade Drawdown | -250400 | -183817 | -105004 | -3055019 | -2250215 | -1361386 |
Profit Factor | 1.6519 | 2.234 | 1.0714 | 1.0567 | 1.2966 | 0.7759 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Losing Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Profitability (%) | 43.4944 | 44.0299 | 42.963 | 43.4944 | 44.0299 | 42.963 |
Ratio Avg Win / Avg Loss | 2.1461 | 2.8399 | 1.4224 | 1.3728 | 1.6482 | 1.03 |
Largest Winning Trade | 415651 | 415651 | 43547 | 891906 | 891906 | 482376 |
Largest Losing Trade | -62370 | -39223 | -62370 | -1075528 | -1075528 | -437475 |
Avg Bars in Trades | 27 | 23 | 32 | 27 | 23 | 32 |
Avg Bars in Winners | 39 | 33 | 45 | 39 | 33 | 45 |
Avg Bars in Losers | 18 | 15 | 21 | 18 | 15 | 21 |
Bars Traded | 7476 | 3155 | 4321 | 7476 | 3155 | 4321 |
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 | 333705 | 311116 | -482824 | -258636 | -48554 | -582044 |
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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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