Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470400.8459 | 405931.5908 | 64469.2551 | 678745.5386 | 535488.3946 | 143257.1441 |
Total P&L (%) | 470.4008 | 405.9316 | 64.4693 | 678.7455 | 535.4884 | 143.2571 |
Avg Daily Profit (%) | 0.3331 | 0.2875 | 0.0457 | 0.1455 | 0.1311 | 0.063 |
Buy And Hold Return (%) | 93.8885 | 93.8885 | 93.8885 | 93.8885 | 93.8885 | 93.8885 |
Max Trade Drawdown | -116467 | -91047 | -86335 | -472576 | -384608 | -178712 |
Profit Factor | 1.5546 | 1.9565 | 1.1521 | 1.3852 | 1.6007 | 1.1645 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 54.7085 | 50.8929 | 58.5586 | 54.7085 | 50.8929 | 58.5586 |
Ratio Avg Win / Avg Loss | 1.287 | 1.8878 | 0.8154 | 1.1467 | 1.5446 | 0.8241 |
Largest Winning Trade | 154128 | 154128 | 58635 | 418527 | 418527 | 210680 |
Largest Losing Trade | -30640 | -25028 | -30640 | -157039 | -157039 | -154240 |
Avg Bars in Trades | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 20 | 24 | 15 | 20 | 24 | 15 |
Bars Traded | 5396 | 2857 | 2539 | 5396 | 2857 | 2539 |
Profit Streak | 0 | 0 | 491.076 | 0 | 0 | 491.076 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400592 | 370358 | -350463 | 152184 | -15352 | -158016 |
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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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