Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671718.9337 | 597929.6141 | 73789.3195 | 1634235.235 | 1527065.7396 | 107169.4954 |
Total P&L (%) | 671.7189 | 597.9296 | 73.7893 | 1634.2352 | 1527.0657 | 107.1695 |
Avg Daily Profit (%) | 0.2807 | 0.2499 | 0.0308 | 0.1193 | 0.1166 | 0.0304 |
Buy And Hold Return (%) | 126.0205 | 126.0205 | 126.0205 | 126.0205 | 126.0205 | 126.0205 |
Max Trade Drawdown | -120125 | -113415 | -181779 | -1664827 | -1276504 | -1035049 |
Profit Factor | 1.4349 | 1.8195 | 1.0906 | 1.1613 | 1.302 | 1.0211 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 165 | 87 | 78 | 165 | 87 | 78 |
Losing Trades | 215 | 103 | 112 | 215 | 103 | 112 |
Profitability (%) | 43.4211 | 45.7895 | 41.0526 | 43.4211 | 45.7895 | 41.0526 |
Ratio Avg Win / Avg Loss | 1.8697 | 2.1541 | 1.5659 | 1.5133 | 1.5414 | 1.4662 |
Largest Winning Trade | 200520 | 200520 | 56222 | 1157158 | 1157158 | 305330 |
Largest Losing Trade | -27170 | -23286 | -27170 | -248981 | -208223 | -248981 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 4775 | 2318 | 2457 | 4775 | 2318 | 2457 |
Profit Streak | 31.4583 | 53.4583 | 31.4583 | 31.4583 | 53.4583 | 31.4583 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388701 | 390337 | -439497 | -74096 | -35187 | -517498 |
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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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