Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1438275.4544 | 1393984.8253 | 44290.6291 | 2107885.1492 | 2192726.0439 | -84840.8948 |
Total P&L (%) | 1438.2755 | 1393.9848 | 44.2906 | 2107.8851 | 2192.726 | -84.8409 |
Avg Daily Profit (%) | 0.6531 | 0.633 | 0.0201 | 0.1406 | 0.1423 | -0.0856 |
Buy And Hold Return (%) | 560.3303 | 560.3303 | 560.3303 | 560.3303 | 560.3303 | 560.3303 |
Max Trade Drawdown | -199047 | -137879 | -165311 | -1203585 | -741117 | -732178 |
Profit Factor | 2.499 | 3.9643 | 1.0905 | 1.4528 | 1.994 | 0.9654 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 99 | 41 | 58 | 99 | 41 | 58 |
Losing Trades | 192 | 105 | 87 | 192 | 105 | 87 |
Profitability (%) | 34.0206 | 28.0822 | 40 | 34.0206 | 28.0822 | 40 |
Ratio Avg Win / Avg Loss | 4.8465 | 10.1526 | 1.6358 | 2.8175 | 5.1065 | 1.448 |
Largest Winning Trade | 800745 | 800745 | 65667 | 1150298 | 1150298 | 485614 |
Largest Losing Trade | -32212 | -32212 | -25575 | -302830 | -219938 | -302830 |
Avg Bars in Trades | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Winners | 94 | 103 | 87 | 94 | 103 | 87 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 12993 | 6254 | 6739 | 12993 | 6254 | 6739 |
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 | 305475 | -1260 | -455660 | -9887 | -17512 | -583170 |
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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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