Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945697.0291 | 834281.3315 | 111415.6975 | 4510670.3806 | 2958997.1235 | 1551673.257 |
Total P&L (%) | 945.697 | 834.2813 | 111.4157 | 4510.6704 | 2958.9971 | 1551.6733 |
Avg Daily Profit (%) | 0.5218 | 0.4603 | 0.0615 | 0.2116 | 0.1889 | 0.1548 |
Buy And Hold Return (%) | 540.068 | 540.068 | 540.068 | 540.068 | 540.068 | 540.068 |
Max Trade Drawdown | -114578 | -85374 | -125872 | -2045411 | -1777206 | -1037680 |
Profit Factor | 1.818 | 2.3491 | 1.2072 | 1.3452 | 1.3904 | 1.2827 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 142 | 75 | 67 | 142 | 75 | 67 |
Profitability (%) | 51.3699 | 48.6301 | 54.1096 | 51.3699 | 48.6301 | 54.1096 |
Ratio Avg Win / Avg Loss | 1.721 | 2.4815 | 1.0238 | 1.2734 | 1.4688 | 1.0878 |
Largest Winning Trade | 254918 | 254918 | 36453 | 1046396 | 1046396 | 733469 |
Largest Losing Trade | -71435 | -27488 | -71435 | -1081630 | -1081630 | -616411 |
Avg Bars in Trades | 12 | 18 | 5 | 12 | 18 | 5 |
Avg Bars in Winners | 14 | 23 | 6 | 14 | 23 | 6 |
Avg Bars in Losers | 10 | 14 | 5 | 10 | 14 | 5 |
Bars Traded | 3589 | 2716 | 873 | 3589 | 2716 | 873 |
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 | 276156 | 158047 | -276463 | 377254 | 257143 | 181759 |
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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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