Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1392693.3199 | 1527595.5669 | -134902.2471 | -49257.1977 | 975621.2025 | -1024878.4002 |
Total P&L (%) | 1392.6933 | 1527.5956 | -134.9022 | -49.2572 | 975.6212 | -1024.8784 |
Avg Daily Profit (%) | 0.6685 | 0.7332 | -0.0648 | -0.0326 | 0.1141 | 0 |
Buy And Hold Return (%) | 333.1597 | 333.1597 | 333.1597 | 333.1597 | 333.1597 | 333.1597 |
Max Trade Drawdown | -205752 | -153641 | -191891 | -1536383 | -915953 | -1087141 |
Profit Factor | 2.0554 | 3.243 | 0.7887 | 0.9901 | 1.396 | 0.5895 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Losing Trades | 233 | 113 | 120 | 233 | 113 | 120 |
Profitability (%) | 38.0319 | 39.8936 | 36.1702 | 38.0319 | 39.8936 | 36.1702 |
Ratio Avg Win / Avg Loss | 3.349 | 4.8861 | 1.3919 | 1.6132 | 2.1033 | 1.0403 |
Largest Winning Trade | 1492628 | 1492628 | 44847 | 1427969 | 1427969 | 302027 |
Largest Losing Trade | -34618 | -28003 | -34618 | -248969 | -248969 | -189324 |
Avg Bars in Trades | 64 | 65 | 64 | 64 | 65 | 64 |
Avg Bars in Winners | 103 | 102 | 104 | 103 | 102 | 104 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 24401 | 12244 | 12156 | 24401 | 12244 | 12156 |
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 | 403145 | 489272 | -584060 | -580688 | -45166 | -584060 |
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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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