Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738672.9467 | 668059.0273 | 70613.9194 | 963380.5166 | 861199.9842 | 102180.5325 |
Total P&L (%) | 738.6729 | 668.059 | 70.6139 | 963.3805 | 861.2 | 102.1805 |
Avg Daily Profit (%) | 0.3977 | 0.3597 | 0.038 | 0.1274 | 0.1219 | 0.0379 |
Buy And Hold Return (%) | 62.0257 | 62.0257 | 62.0257 | 62.0257 | 62.0257 | 62.0257 |
Max Trade Drawdown | -106490 | -87739 | -173320 | -1831322 | -1334296 | -1027783 |
Profit Factor | 1.4975 | 1.9003 | 1.0951 | 1.0927 | 1.162 | 1.0201 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Profitability (%) | 35.5615 | 35.2941 | 35.8289 | 35.5615 | 35.2941 | 35.8289 |
Ratio Avg Win / Avg Loss | 2.7134 | 3.4838 | 1.9613 | 1.98 | 2.1304 | 1.8271 |
Largest Winning Trade | 238892 | 238892 | 59955 | 1327497 | 1327497 | 1033747 |
Largest Losing Trade | -35691 | -19822 | -35691 | -302808 | -302808 | -273376 |
Avg Bars in Trades | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Winners | 113 | 107 | 118 | 113 | 107 | 118 |
Avg Bars in Losers | 29 | 27 | 32 | 29 | 27 | 32 |
Bars Traded | 22205 | 10360 | 11845 | 22205 | 10360 | 11845 |
Profit Streak | 0 | 16.2451 | 0 | 0 | 16.2451 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304894 | 298474 | -384751 | -143702 | -75726 | -353876 |
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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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