Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613430.5766 | 471941.2451 | 141489.3316 | 3345084.0304 | 447922.6555 | 2897161.3749 |
Total P&L (%) | 613.4306 | 471.9412 | 141.4893 | 3345.084 | 447.9227 | 2897.1614 |
Avg Daily Profit (%) | 0.3315 | 0.255 | 0.0765 | 0.1914 | 0.092 | 0.1839 |
Buy And Hold Return (%) | 72.8818 | 72.8818 | 72.8818 | 72.8818 | 72.8818 | 72.8818 |
Max Trade Drawdown | -103676 | -48950 | -133789 | -2340153 | -2149918 | -869193 |
Profit Factor | 1.581 | 1.985 | 1.2453 | 1.2313 | 1.057 | 1.4386 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 196 | 100 | 96 | 196 | 100 | 96 |
Profitability (%) | 35.7377 | 34.6405 | 36.8421 | 35.7377 | 34.6405 | 36.8421 |
Ratio Avg Win / Avg Loss | 2.8429 | 3.7453 | 2.1349 | 2.2141 | 1.9944 | 2.4661 |
Largest Winning Trade | 106508 | 106508 | 44245 | 1105959 | 1105959 | 1033809 |
Largest Losing Trade | -28042 | -16076 | -28042 | -519192 | -519192 | -344685 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5308 | 2759 | 2549 | 5308 | 2759 | 2549 |
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 | 302400 | 218293 | -101886 | 182383 | -232912 | 192373 |
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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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