Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408424.7898 | 284919.4506 | 123505.3391 | 846685.4554 | 424875.5796 | 421809.8759 |
Total P&L (%) | 408.4248 | 284.9195 | 123.5053 | 846.6855 | 424.8756 | 421.8099 |
Avg Daily Profit (%) | 0.3921 | 0.2735 | 0.1186 | 0.216 | 0.1593 | 0.1587 |
Buy And Hold Return (%) | 14.5709 | 14.5709 | 14.5709 | 14.5709 | 14.5709 | 14.5709 |
Max Trade Drawdown | -77467 | -70099 | -79555 | -689233 | -718205 | -532551 |
Profit Factor | 1.6052 | 1.8851 | 1.3499 | 1.2524 | 1.2402 | 1.2661 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 62.7358 | 62.2642 | 63.2075 | 62.7358 | 62.2642 | 63.2075 |
Ratio Avg Win / Avg Loss | 0.9535 | 1.1425 | 0.7858 | 0.7439 | 0.7516 | 0.737 |
Largest Winning Trade | 32118 | 32118 | 24168 | 231702 | 145210 | 231702 |
Largest Losing Trade | -62917 | -42541 | -62917 | -515506 | -515506 | -291526 |
Avg Bars in Trades | 115 | 129 | 102 | 115 | 129 | 102 |
Avg Bars in Winners | 100 | 108 | 92 | 100 | 108 | 92 |
Avg Bars in Losers | 142 | 165 | 119 | 142 | 165 | 119 |
Bars Traded | 24557 | 13731 | 10826 | 24557 | 13731 | 10826 |
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 | 442227 | 433250 | -34557 | 326226 | 239137 | 249066 |
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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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