Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713483.835 | 617700.0947 | 95783.7403 | 1778395.594 | 1550360.0633 | 228035.5306 |
Total P&L (%) | 713.4838 | 617.7001 | 95.7837 | 1778.3956 | 1550.3601 | 228.0355 |
Avg Daily Profit (%) | 0.298 | 0.258 | 0.04 | 0.1226 | 0.1172 | 0.0496 |
Buy And Hold Return (%) | 147.3666 | 147.3666 | 147.3666 | 147.3666 | 147.3666 | 147.3666 |
Max Trade Drawdown | -184494 | -131243 | -146577 | -1163035 | -812092 | -641435 |
Profit Factor | 1.4247 | 1.6982 | 1.1205 | 1.2889 | 1.4684 | 1.0801 |
Total Trades | 415 | 208 | 207 | 415 | 208 | 207 |
Winning Trades | 192 | 90 | 102 | 192 | 90 | 102 |
Losing Trades | 223 | 118 | 105 | 223 | 118 | 105 |
Profitability (%) | 46.2651 | 43.2692 | 49.2754 | 46.2651 | 43.2692 | 49.2754 |
Ratio Avg Win / Avg Loss | 1.6548 | 2.2265 | 1.1534 | 1.497 | 1.9253 | 1.1119 |
Largest Winning Trade | 200520 | 200520 | 41301 | 1253348 | 1253348 | 215180 |
Largest Losing Trade | -36731 | -36731 | -27170 | -205734 | -205734 | -164801 |
Avg Bars in Trades | 11 | 14 | 8 | 11 | 14 | 8 |
Avg Bars in Winners | 13 | 18 | 9 | 13 | 18 | 9 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 4767 | 2955 | 1812 | 4767 | 2955 | 1812 |
Profit Streak | 32.2006 | 54.2006 | 32.2006 | 32.2006 | 54.2006 | 32.2006 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425054 | 334755 | -392191 | -26472 | -34330 | -267882 |
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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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