Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741187.5861 | 613961.5642 | 127226.0218 | 3416421.6673 | 1414656.5705 | 2001765.0968 |
Total P&L (%) | 741.1876 | 613.9616 | 127.226 | 3416.4217 | 1414.6566 | 2001.7651 |
Avg Daily Profit (%) | 0.3559 | 0.2948 | 0.0611 | 0.1711 | 0.1306 | 0.1463 |
Buy And Hold Return (%) | 114.786 | 114.786 | 114.786 | 114.786 | 114.786 | 114.786 |
Max Trade Drawdown | -91949 | -95899 | -131589 | -3529059 | -2925133 | -1409827 |
Profit Factor | 1.8692 | 2.41 | 1.3049 | 1.1753 | 1.1311 | 1.2301 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Profitability (%) | 39.3617 | 35.1064 | 43.617 | 39.3617 | 35.1064 | 43.617 |
Ratio Avg Win / Avg Loss | 2.8796 | 4.4549 | 1.6868 | 1.8106 | 2.0909 | 1.5901 |
Largest Winning Trade | 208480 | 208480 | 46428 | 2750574 | 2750574 | 1247195 |
Largest Losing Trade | -24272 | -19960 | -24272 | -978923 | -820387 | -978923 |
Avg Bars in Trades | 131 | 128 | 135 | 131 | 128 | 135 |
Avg Bars in Winners | 217 | 236 | 201 | 217 | 236 | 201 |
Avg Bars in Losers | 76 | 69 | 85 | 76 | 69 | 85 |
Bars Traded | 24799 | 12044 | 12755 | 24799 | 12044 | 12755 |
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 | 338528 | 224771 | -244970 | -21949 | -99531 | 25789 |
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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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