Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681925.3244 | 630788.0807 | 51137.2437 | 620120.773 | 800853.4257 | -180732.6527 |
Total P&L (%) | 681.9253 | 630.7881 | 51.1372 | 620.1208 | 800.8534 | -180.7327 |
Avg Daily Profit (%) | 0.376 | 0.3478 | 0.0282 | 0.1089 | 0.1213 | 0 |
Buy And Hold Return (%) | 114.7111 | 114.7111 | 114.7111 | 114.7111 | 114.7111 | 114.7111 |
Max Trade Drawdown | -130590 | -96770 | -67930 | -2642681 | -1634110 | -1136454 |
Profit Factor | 1.6945 | 2.2992 | 1.103 | 1.0648 | 1.1674 | 0.9623 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 39.0374 | 39.7849 | 38.2979 | 39.0374 | 39.7849 | 38.2979 |
Ratio Avg Win / Avg Loss | 2.6463 | 3.4799 | 1.7771 | 1.6628 | 1.7669 | 1.5503 |
Largest Winning Trade | 323013 | 323013 | 44621 | 778389 | 513884 | 778389 |
Largest Losing Trade | -46647 | -46647 | -34724 | -589665 | -589665 | -414589 |
Avg Bars in Trades | 18 | 19 | 16 | 18 | 19 | 16 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
Bars Traded | 3380 | 1791 | 1589 | 3380 | 1791 | 1589 |
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 | 325556 | 312393 | -431642 | -199388 | -69978 | -582576 |
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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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