Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696486.9842 | 631384.6827 | 65102.3015 | 845532.0952 | 936903.2421 | -91371.1468 |
Total P&L (%) | 696.487 | 631.3847 | 65.1023 | 845.5321 | 936.9032 | -91.3711 |
Avg Daily Profit (%) | 0.3836 | 0.3478 | 0.0359 | 0.1238 | 0.1289 | -0.1349 |
Buy And Hold Return (%) | 121.5932 | 121.5932 | 121.5932 | 121.5932 | 121.5932 | 121.5932 |
Max Trade Drawdown | -121899 | -84148 | -123981 | -1750356 | -1520689 | -1110039 |
Profit Factor | 1.5107 | 1.9787 | 1.0906 | 1.0854 | 1.1973 | 0.9823 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 145 | 69 | 76 | 145 | 69 | 76 |
Losing Trades | 230 | 118 | 112 | 230 | 118 | 112 |
Profitability (%) | 38.6667 | 36.8984 | 40.4255 | 38.6667 | 36.8984 | 40.4255 |
Ratio Avg Win / Avg Loss | 2.3963 | 3.3839 | 1.6072 | 1.7216 | 2.0476 | 1.4476 |
Largest Winning Trade | 266127 | 266127 | 38216 | 540644 | 540644 | 471237 |
Largest Losing Trade | -24694 | -23822 | -24694 | -317191 | -317191 | -281418 |
Avg Bars in Trades | 9 | 8 | 9 | 9 | 8 | 9 |
Avg Bars in Winners | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 3383 | 1602 | 1782 | 3383 | 1602 | 1782 |
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 | 326620 | 268609 | -433550 | -155017 | -27292 | -582128 |
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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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