Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412113.0683 | 381039.6077 | 31073.4606 | 179474.2032 | 238570.7549 | -59096.5517 |
Total P&L (%) | 412.1131 | 381.0396 | 31.0735 | 179.4742 | 238.5708 | -59.0966 |
Avg Daily Profit (%) | 0.1979 | 0.1829 | 0.0149 | 0.0494 | 0.0586 | -0.0429 |
Buy And Hold Return (%) | 66.0716 | 66.0716 | 66.0716 | 66.0716 | 66.0716 | 66.0716 |
Max Trade Drawdown | -121341 | -66630 | -83629 | -411181 | -250284 | -328732 |
Profit Factor | 1.3529 | 1.6194 | 1.0562 | 1.0635 | 1.1612 | 0.9561 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 161 | 76 | 85 | 161 | 76 | 85 |
Losing Trades | 170 | 89 | 81 | 170 | 89 | 81 |
Profitability (%) | 48.6405 | 46.0606 | 51.2048 | 48.6405 | 46.0606 | 51.2048 |
Ratio Avg Win / Avg Loss | 1.4285 | 1.8964 | 1.0065 | 1.1229 | 1.3598 | 0.9111 |
Largest Winning Trade | 184004 | 184004 | 28309 | 192177 | 192177 | 87402 |
Largest Losing Trade | -27187 | -27187 | -25961 | -136825 | -136825 | -135052 |
Avg Bars in Trades | 74 | 90 | 59 | 74 | 90 | 59 |
Avg Bars in Winners | 92 | 110 | 76 | 92 | 110 | 76 |
Avg Bars in Losers | 57 | 72 | 41 | 57 | 72 | 41 |
Bars Traded | 24700 | 14862 | 9838 | 24700 | 14862 | 9838 |
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 | 313330 | 305851 | -496892 | -279838 | -161744 | -580307 |
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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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