Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740583.788 | 670744.9154 | 69838.8726 | 896370.608 | 682580.8092 | 213789.7988 |
Total P&L (%) | 740.5838 | 670.7449 | 69.8389 | 896.3706 | 682.5808 | 213.7898 |
Avg Daily Profit (%) | 0.3982 | 0.3607 | 0.0376 | 0.1237 | 0.1107 | 0.0615 |
Buy And Hold Return (%) | 50.1164 | 50.1164 | 50.1164 | 50.1164 | 50.1164 | 50.1164 |
Max Trade Drawdown | -99405 | -97052 | -204301 | -1417886 | -840651 | -1208820 |
Profit Factor | 1.4254 | 1.7707 | 1.0802 | 1.0917 | 1.1385 | 1.0441 |
Total Trades | 472 | 236 | 236 | 472 | 236 | 236 |
Winning Trades | 164 | 71 | 93 | 164 | 71 | 93 |
Losing Trades | 308 | 165 | 143 | 308 | 165 | 143 |
Profitability (%) | 34.7458 | 30.0847 | 39.4068 | 34.7458 | 30.0847 | 39.4068 |
Ratio Avg Win / Avg Loss | 2.677 | 4.115 | 1.661 | 2.0502 | 2.6458 | 1.6054 |
Largest Winning Trade | 231817 | 231817 | 45272 | 782721 | 782721 | 531455 |
Largest Losing Trade | -23981 | -18131 | -23981 | -347981 | -184022 | -347981 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 29 | 35 | 24 | 29 | 35 | 24 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 7401 | 3892 | 3509 | 7401 | 3892 | 3509 |
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 | 306196 | 215315 | -320417 | -149237 | -118654 | -286872 |
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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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