Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274631.0281 | 190433.2445 | 84197.7835 | 589169.8481 | 448726.0856 | 140443.7625 |
Total P&L (%) | 274.631 | 190.4332 | 84.1978 | 589.1698 | 448.7261 | 140.4438 |
Avg Daily Profit (%) | 0.5273 | 0.3656 | 0.1617 | 0.3713 | 0.3274 | 0.1686 |
Buy And Hold Return (%) | 28.6006 | 28.6006 | 28.6006 | 28.6006 | 28.6006 | 28.6006 |
Max Trade Drawdown | -63680 | -60715 | -39335 | -330631 | -282930 | -183824 |
Profit Factor | 1.4287 | 1.6035 | 1.259 | 1.267 | 1.4256 | 1.1219 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Losing Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Profitability (%) | 42.246 | 42.246 | 42.246 | 42.246 | 42.246 | 42.246 |
Ratio Avg Win / Avg Loss | 1.9531 | 2.1922 | 1.7211 | 1.7321 | 1.9489 | 1.5338 |
Largest Winning Trade | 81683 | 81683 | 20693 | 187132 | 187132 | 86727 |
Largest Losing Trade | -12989 | -11107 | -12989 | -66378 | -42314 | -66378 |
Avg Bars in Trades | 66 | 67 | 64 | 66 | 67 | 64 |
Avg Bars in Winners | 94 | 96 | 91 | 94 | 96 | 91 |
Avg Bars in Losers | 45 | 46 | 44 | 45 | 46 | 44 |
Bars Traded | 24720 | 12655 | 12065 | 24720 | 12655 | 12065 |
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 | 387743 | 312607 | 68973 | 319187 | 270420 | -82536 |
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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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