Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855581.8519 | 724274.5591 | 131307.2928 | 5380898.3682 | 2721955.43 | 2658942.9382 |
Total P&L (%) | 855.5819 | 724.2746 | 131.3073 | 5380.8984 | 2721.9554 | 2658.9429 |
Avg Daily Profit (%) | 0.3789 | 0.3208 | 0.0582 | 0.1775 | 0.148 | 0.147 |
Buy And Hold Return (%) | 185.6846 | 185.6846 | 185.6846 | 185.6846 | 185.6846 | 185.6846 |
Max Trade Drawdown | -129097 | -81808 | -202320 | -9851844 | -8388395 | -5896866 |
Profit Factor | 1.4219 | 1.8226 | 1.1144 | 1.0961 | 1.1025 | 1.0903 |
Total Trades | 545 | 273 | 272 | 545 | 273 | 272 |
Winning Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Losing Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Profitability (%) | 43.1193 | 43.2234 | 43.0147 | 43.1193 | 43.2234 | 43.0147 |
Ratio Avg Win / Avg Loss | 1.8757 | 2.3941 | 1.4764 | 1.4459 | 1.4482 | 1.4444 |
Largest Winning Trade | 117178 | 117178 | 55787 | 2095085 | 1521287 | 2095085 |
Largest Losing Trade | -42509 | -29149 | -42509 | -5369917 | -1983702 | -5369917 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 6670 | 3048 | 3622 | 6670 | 3048 | 3622 |
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 | 369877 | 314357 | -377275 | -106533 | -104274 | -119117 |
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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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