Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720632.6002 | 717025.9413 | 3606.6589 | 630043.3912 | 513534.0122 | 116509.379 |
Total P&L (%) | 720.6326 | 717.0259 | 3.6067 | 630.0434 | 513.534 | 116.5094 |
Avg Daily Profit (%) | 0.3829 | 0.381 | 0.0019 | 0.1057 | 0.0964 | 0.0411 |
Buy And Hold Return (%) | 254.9552 | 254.9552 | 254.9552 | 254.9552 | 254.9552 | 254.9552 |
Max Trade Drawdown | -97026 | -133343 | -135463 | -1322720 | -1473370 | -692867 |
Profit Factor | 1.4403 | 1.8399 | 1.0046 | 1.0561 | 1.0866 | 1.022 |
Total Trades | 611 | 305 | 306 | 611 | 305 | 306 |
Winning Trades | 268 | 129 | 139 | 268 | 129 | 139 |
Losing Trades | 343 | 176 | 167 | 343 | 176 | 167 |
Profitability (%) | 43.8625 | 42.2951 | 45.4248 | 43.8625 | 42.2951 | 45.4248 |
Ratio Avg Win / Avg Loss | 1.8434 | 2.5102 | 1.207 | 1.3517 | 1.4824 | 1.2279 |
Largest Winning Trade | 190298 | 190298 | 31735 | 634722 | 634722 | 410186 |
Largest Losing Trade | -31290 | -24806 | -31290 | -412855 | -291916 | -412855 |
Avg Bars in Trades | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Winners | 25 | 30 | 20 | 25 | 30 | 20 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 11136 | 6392 | 4744 | 11136 | 6392 | 4744 |
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 | 340962 | 292271 | -571945 | -212954 | -197601 | -500631 |
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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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