Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657325.9419 | 492928.7362 | 164397.2057 | 2493371.0946 | 2198602.5822 | 294768.5124 |
Total P&L (%) | 657.3259 | 492.9287 | 164.3972 | 2493.3711 | 2198.6026 | 294.7685 |
Avg Daily Profit (%) | 0.3475 | 0.2606 | 0.0869 | 0.1722 | 0.1659 | 0.0726 |
Buy And Hold Return (%) | 20.9548 | 20.9548 | 20.9548 | 20.9548 | 20.9548 | 20.9548 |
Max Trade Drawdown | -103425 | -79008 | -109918 | -6079383 | -3906413 | -3358475 |
Profit Factor | 1.5468 | 1.8253 | 1.2718 | 1.079 | 1.141 | 1.0185 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 119 | 47 | 72 | 119 | 47 | 72 |
Losing Trades | 198 | 111 | 87 | 198 | 111 | 87 |
Profitability (%) | 37.5394 | 29.7468 | 45.283 | 37.5394 | 29.7468 | 45.283 |
Ratio Avg Win / Avg Loss | 2.5736 | 4.3108 | 1.5367 | 1.7953 | 2.6946 | 1.2306 |
Largest Winning Trade | 102998 | 102998 | 36051 | 2669302 | 2669302 | 1644051 |
Largest Losing Trade | -55703 | -21691 | -55703 | -1501177 | -918759 | -1501177 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 31 | 40 | 26 | 31 | 40 | 26 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5605 | 2947 | 2659 | 5605 | 2947 | 2659 |
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 | 327279 | 117301 | -77188 | -127643 | -64951 | -297491 |
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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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