Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694052.2246 | 609593.3464 | 84458.8781 | 2391961.3594 | 1939023.6502 | 452937.7092 |
Total P&L (%) | 694.0522 | 609.5933 | 84.4589 | 2391.9614 | 1939.0237 | 452.9377 |
Avg Daily Profit (%) | 0.429 | 0.3768 | 0.0522 | 0.1989 | 0.1865 | 0.1057 |
Buy And Hold Return (%) | 25.3349 | 25.3349 | 25.3349 | 25.3349 | 25.3349 | 25.3349 |
Max Trade Drawdown | -148460 | -112638 | -125059 | -2217192 | -1861073 | -1636021 |
Profit Factor | 1.6905 | 2.1918 | 1.1711 | 1.161 | 1.2426 | 1.066 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Profitability (%) | 37.6068 | 35.8974 | 39.3162 | 37.6068 | 35.8974 | 39.3162 |
Ratio Avg Win / Avg Loss | 2.8047 | 3.9139 | 1.8076 | 1.9262 | 2.219 | 1.6453 |
Largest Winning Trade | 146301 | 146301 | 63903 | 1692101 | 1692101 | 619645 |
Largest Losing Trade | -20663 | -20663 | -18985 | -665194 | -665194 | -433273 |
Avg Bars in Trades | 81 | 82 | 79 | 81 | 82 | 79 |
Avg Bars in Winners | 138 | 145 | 131 | 138 | 145 | 131 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 19012 | 9698 | 9314 | 19012 | 9698 | 9314 |
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 | 345693 | 287684 | -161616 | -37866 | 109417 | -203039 |
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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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