Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835391.6175 | 784269.8701 | 51121.7475 | 1502947.0886 | 1187354.6981 | 315592.3905 |
Total P&L (%) | 835.3916 | 784.2699 | 51.1217 | 1502.9471 | 1187.3547 | 315.5924 |
Avg Daily Profit (%) | 0.4597 | 0.4316 | 0.0281 | 0.1528 | 0.1407 | 0.0784 |
Buy And Hold Return (%) | 271.5762 | 271.5762 | 271.5762 | 271.5762 | 271.5762 | 271.5762 |
Max Trade Drawdown | -190115 | -76085 | -152699 | -2141509 | -1109636 | -1312039 |
Profit Factor | 1.8804 | 2.7437 | 1.1024 | 1.2104 | 1.3416 | 1.0861 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 50.6667 | 50 | 51.3274 | 50.6667 | 50 | 51.3274 |
Ratio Avg Win / Avg Loss | 1.831 | 2.7437 | 1.0454 | 1.1786 | 1.3416 | 1.0299 |
Largest Winning Trade | 227774 | 227774 | 78925 | 935111 | 935111 | 762351 |
Largest Losing Trade | -38088 | -38088 | -33635 | -454449 | -367585 | -454449 |
Avg Bars in Trades | 46 | 45 | 48 | 46 | 45 | 48 |
Avg Bars in Winners | 61 | 63 | 60 | 61 | 63 | 60 |
Avg Bars in Losers | 31 | 27 | 35 | 31 | 27 | 35 |
Bars Traded | 10553 | 5064 | 5489 | 10553 | 5064 | 5489 |
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 | 433712 | 424278 | -429002 | 268467 | -6583 | -329537 |
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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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