Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601877.7375 | 539063.0626 | 62814.675 | 1102817.8773 | 668953.235 | 433864.6423 |
Total P&L (%) | 601.8777 | 539.0631 | 62.8147 | 1102.8179 | 668.9532 | 433.8646 |
Avg Daily Profit (%) | 0.289 | 0.2588 | 0.0302 | 0.1195 | 0.098 | 0.0805 |
Buy And Hold Return (%) | 175.0218 | 175.0218 | 175.0218 | 175.0218 | 175.0218 | 175.0218 |
Max Trade Drawdown | -133938 | -52266 | -197714 | -822030 | -635050 | -610180 |
Profit Factor | 1.4789 | 1.9499 | 1.0911 | 1.154 | 1.1976 | 1.1148 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 181 | 92 | 89 | 181 | 92 | 89 |
Losing Trades | 150 | 73 | 77 | 150 | 73 | 77 |
Profitability (%) | 54.6828 | 55.7576 | 53.6145 | 54.6828 | 55.7576 | 53.6145 |
Ratio Avg Win / Avg Loss | 1.2256 | 1.5472 | 0.944 | 0.9563 | 0.9503 | 0.9645 |
Largest Winning Trade | 131738 | 131738 | 39634 | 429432 | 371662 | 429432 |
Largest Losing Trade | -50517 | -22585 | -50517 | -406054 | -251477 | -406054 |
Avg Bars in Trades | 74 | 66 | 82 | 74 | 66 | 82 |
Avg Bars in Winners | 73 | 60 | 86 | 73 | 60 | 86 |
Avg Bars in Losers | 75 | 73 | 78 | 75 | 73 | 78 |
Bars Traded | 24625 | 10906 | 13719 | 24625 | 10906 | 13719 |
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 | 345317 | 369333 | -439547 | -84027 | -67848 | -184325 |
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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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