Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567929.8157 | 428290.7757 | 139639.0399 | 1633433.8752 | 861673.3871 | 771760.488 |
Total P&L (%) | 567.9298 | 428.2908 | 139.639 | 1633.4339 | 861.6734 | 771.7605 |
Avg Daily Profit (%) | 0.3073 | 0.2318 | 0.0756 | 0.1545 | 0.1226 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107354 | -85738 | -77628 | -2835419 | -2243419 | -1784004 |
Profit Factor | 1.5379 | 1.8501 | 1.2529 | 1.079 | 1.0884 | 1.0707 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 44.7699 | 42.5 | 47.0588 | 44.7699 | 42.5 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8972 | 2.5031 | 1.4096 | 1.3312 | 1.4726 | 1.2045 |
Largest Winning Trade | 89409 | 89409 | 41721 | 1008337 | 1008337 | 958876 |
Largest Losing Trade | -39247 | -27082 | -39247 | -1128409 | -473052 | -1128409 |
Avg Bars in Trades | 15 | 14 | 15 | 15 | 14 | 15 |
Avg Bars in Winners | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 3667 | 1764 | 1903 | 3667 | 1764 | 1903 |
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 | 399534 | 307053 | -93364 | -126435 | -155088 | -179976 |
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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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