Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390143.2319 | 1292333.5382 | 97809.6937 | 1753954.2651 | -162082.8916 | 1916037.1567 |
Total P&L (%) | 1390.1432 | 1292.3335 | 97.8097 | 1753.9543 | -162.0829 | 1916.0372 |
Avg Daily Profit (%) | 0.7482 | 0.6956 | 0.0526 | 0.1573 | 0 | 0.1618 |
Buy And Hold Return (%) | 77.5505 | 77.5505 | 77.5505 | 77.5505 | 77.5505 | 77.5505 |
Max Trade Drawdown | -82816 | -85219 | -85362 | -3117099 | -3352878 | -1532441 |
Profit Factor | 2.3342 | 3.5035 | 1.1861 | 1.0759 | 0.9862 | 1.1679 |
Total Trades | 515 | 258 | 257 | 515 | 258 | 257 |
Winning Trades | 198 | 98 | 100 | 198 | 98 | 100 |
Losing Trades | 317 | 160 | 157 | 317 | 160 | 157 |
Profitability (%) | 38.4466 | 37.9845 | 38.9105 | 38.4466 | 37.9845 | 38.9105 |
Ratio Avg Win / Avg Loss | 3.7371 | 5.72 | 1.8621 | 1.7225 | 1.61 | 1.8335 |
Largest Winning Trade | 1193968 | 1193968 | 68358 | 1530920 | 1530920 | 1190686 |
Largest Losing Trade | -11956 | -11956 | -11913 | -374560 | -374560 | -366691 |
Avg Bars in Trades | 21 | 17 | 24 | 21 | 17 | 24 |
Avg Bars in Winners | 39 | 30 | 49 | 39 | 30 | 49 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 10841 | 4436 | 6405 | 10841 | 4436 | 6405 |
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 | 563194 | 553323 | -225117 | -129823 | -581600 | -30305 |
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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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