Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442451.4555 | 397393.7578 | 45057.6977 | 226237.4601 | 185948.7558 | 40288.7043 |
Total P&L (%) | 442.4515 | 397.3938 | 45.0577 | 226.2375 | 185.9488 | 40.2887 |
Avg Daily Profit (%) | 0.4248 | 0.3815 | 0.0433 | 0.1136 | 0.1009 | 0.0325 |
Buy And Hold Return (%) | 33.0886 | 33.0886 | 33.0886 | 33.0886 | 33.0886 | 33.0886 |
Max Trade Drawdown | -92810 | -86482 | -17027 | -349030 | -321379 | -53513 |
Profit Factor | 1.7035 | 1.7947 | 1.3497 | 1.1454 | 1.1501 | 1.1268 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 151 | 81 | 70 | 151 | 81 | 70 |
Profitability (%) | 43.8662 | 39.5522 | 48.1481 | 43.8662 | 39.5522 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.18 | 2.7429 | 1.4535 | 1.4657 | 1.7578 | 1.2135 |
Largest Winning Trade | 386177 | 386177 | 18115 | 308051 | 308051 | 46540 |
Largest Losing Trade | -25233 | -25233 | -7733 | -116559 | -116559 | -42149 |
Avg Bars in Trades | 91 | 171 | 12 | 91 | 171 | 12 |
Avg Bars in Winners | 124 | 262 | 11 | 124 | 262 | 11 |
Avg Bars in Losers | 66 | 112 | 12 | 66 | 112 | 12 |
Bars Traded | 24650 | 23001 | 1649 | 24650 | 23001 | 1649 |
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 | 424510 | 299324 | -188624 | -103062 | -117692 | -329236 |
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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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