Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883839.0687 | 695410.5334 | 188428.5353 | 8651049.2555 | 5406679.0335 | 3244370.222 |
Total P&L (%) | 883.8391 | 695.4105 | 188.4285 | 8651.0493 | 5406.679 | 3244.3702 |
Avg Daily Profit (%) | 0.4242 | 0.3338 | 0.0904 | 0.2149 | 0.1926 | 0.1686 |
Buy And Hold Return (%) | 72.5841 | 72.5841 | 72.5841 | 72.5841 | 72.5841 | 72.5841 |
Max Trade Drawdown | -75855 | -62118 | -80746 | -10039990 | -8372095 | -5596244 |
Profit Factor | 1.6768 | 2.0765 | 1.2855 | 1.1097 | 1.1409 | 1.0801 |
Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Winning Trades | 187 | 87 | 100 | 187 | 87 | 100 |
Losing Trades | 319 | 166 | 153 | 319 | 166 | 153 |
Profitability (%) | 36.9565 | 34.3874 | 39.5257 | 36.9565 | 34.3874 | 39.5257 |
Ratio Avg Win / Avg Loss | 2.8604 | 3.9621 | 1.9668 | 1.8929 | 2.1769 | 1.6525 |
Largest Winning Trade | 276458 | 276458 | 48152 | 3471483 | 3471483 | 2672087 |
Largest Losing Trade | -20051 | -14625 | -20051 | -1918194 | -1802753 | -1918194 |
Avg Bars in Trades | 49 | 46 | 51 | 49 | 46 | 51 |
Avg Bars in Winners | 80 | 77 | 82 | 80 | 77 | 82 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 24895 | 11753 | 13142 | 24895 | 11753 | 13142 |
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 | 385290 | 281728 | -77880 | -93054 | -61740 | -126880 |
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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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