Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320113.3386 | 235011.1248 | 85102.2138 | 953377.6073 | 691952.9483 | 261424.659 |
Total P&L (%) | 320.1133 | 235.0111 | 85.1022 | 953.3776 | 691.9529 | 261.4247 |
Avg Daily Profit (%) | 0.6146 | 0.4512 | 0.1634 | 0.4531 | 0.3981 | 0.247 |
Buy And Hold Return (%) | 78.2424 | 78.2424 | 78.2424 | 78.2424 | 78.2424 | 78.2424 |
Max Trade Drawdown | -40469 | -36316 | -34468 | -236997 | -200277 | -207081 |
Profit Factor | 1.4423 | 1.6435 | 1.2373 | 1.336 | 1.488 | 1.1842 |
Total Trades | 658 | 329 | 329 | 658 | 329 | 329 |
Winning Trades | 245 | 125 | 120 | 245 | 125 | 120 |
Losing Trades | 413 | 204 | 209 | 413 | 204 | 209 |
Profitability (%) | 37.234 | 37.9939 | 36.4742 | 37.234 | 37.9939 | 36.4742 |
Ratio Avg Win / Avg Loss | 2.4313 | 2.6823 | 2.155 | 2.2521 | 2.4285 | 2.0624 |
Largest Winning Trade | 96075 | 96075 | 21072 | 187232 | 187232 | 76724 |
Largest Losing Trade | -8765 | -6368 | -8765 | -72977 | -44443 | -72977 |
Avg Bars in Trades | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Winners | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 24939 | 12620 | 12319 | 24939 | 12620 | 12319 |
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 | 323726 | 205189 | -135045 | 342728 | 288071 | -16280 |
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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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