Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527857.4095 | 476363.3443 | 51494.0651 | 301370.9384 | 121935.6601 | 179435.2783 |
Total P&L (%) | 527.8574 | 476.3633 | 51.4941 | 301.3709 | 121.9357 | 179.4353 |
Avg Daily Profit (%) | 0.2832 | 0.2556 | 0.0276 | 0.0746 | 0.0428 | 0.0552 |
Buy And Hold Return (%) | 17.3141 | 17.3141 | 17.3141 | 17.3141 | 17.3141 | 17.3141 |
Max Trade Drawdown | -117639 | -113088 | -108293 | -1448890 | -1301077 | -815779 |
Profit Factor | 1.5687 | 2.1321 | 1.1015 | 1.0372 | 1.0327 | 1.0411 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 142 | 76 | 66 | 142 | 76 | 66 |
Profitability (%) | 39.5745 | 35.5932 | 43.5897 | 39.5745 | 35.5932 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.3952 | 3.8581 | 1.4254 | 1.5837 | 1.8687 | 1.3473 |
Largest Winning Trade | 292656 | 292656 | 41783 | 729878 | 729878 | 344648 |
Largest Losing Trade | -32917 | -26111 | -32917 | -241993 | -215217 | -241993 |
Avg Bars in Trades | 46 | 39 | 53 | 46 | 39 | 53 |
Avg Bars in Winners | 75 | 70 | 79 | 75 | 70 | 79 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 11006 | 4713 | 6293 | 11006 | 4713 | 6293 |
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 | 315414 | 227098 | -270733 | -274641 | -325062 | -297327 |
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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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