Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1304329.2774 | 1238160.9316 | 66168.3458 | 1892485.252 | 670761.7366 | 1221723.5153 |
Total P&L (%) | 1304.3293 | 1238.1609 | 66.1683 | 1892.4853 | 670.7617 | 1221.7235 |
Avg Daily Profit (%) | 0.6948 | 0.6596 | 0.0352 | 0.1595 | 0.1089 | 0.1376 |
Buy And Hold Return (%) | 313.719 | 313.719 | 313.719 | 313.719 | 313.719 | 313.719 |
Max Trade Drawdown | -121038 | -117543 | -133448 | -1447021 | -1081351 | -821773 |
Profit Factor | 2.0207 | 2.8408 | 1.1093 | 1.1592 | 1.105 | 1.2221 |
Total Trades | 452 | 226 | 226 | 452 | 226 | 226 |
Winning Trades | 195 | 89 | 106 | 195 | 89 | 106 |
Losing Trades | 257 | 137 | 120 | 257 | 137 | 120 |
Profitability (%) | 43.1416 | 39.3805 | 46.9027 | 43.1416 | 39.3805 | 46.9027 |
Ratio Avg Win / Avg Loss | 2.6631 | 4.3729 | 1.2558 | 1.5278 | 1.701 | 1.3835 |
Largest Winning Trade | 561066 | 561066 | 47272 | 1290455 | 1290455 | 750268 |
Largest Losing Trade | -31671 | -20320 | -31671 | -528182 | -388530 | -528182 |
Avg Bars in Trades | 48 | 45 | 52 | 48 | 45 | 52 |
Avg Bars in Winners | 70 | 59 | 79 | 70 | 59 | 79 |
Avg Bars in Losers | 32 | 37 | 28 | 32 | 37 | 28 |
Bars Traded | 22141 | 10361 | 11780 | 22141 | 10361 | 11780 |
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 | 493929 | 418195 | -412441 | -37551 | -160592 | -12186 |
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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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