Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121570.5456 | 1034527.9864 | 87042.5592 | 945659.933 | 1451992.3194 | -506332.3864 |
Total P&L (%) | 1121.5705 | 1034.528 | 87.0426 | 945.6599 | 1451.9923 | -506.3324 |
Avg Daily Profit (%) | 0.6054 | 0.5585 | 0.047 | 0.1268 | 0.1481 | 0 |
Buy And Hold Return (%) | 44.359 | 44.359 | 44.359 | 44.359 | 44.359 | 44.359 |
Max Trade Drawdown | -122243 | -152103 | -38676 | -3426629 | -2723881 | -1155065 |
Profit Factor | 1.9696 | 2.1616 | 1.327 | 1.0549 | 1.1116 | 0.8797 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 163 | 69 | 94 | 163 | 69 | 94 |
Losing Trades | 212 | 118 | 94 | 212 | 118 | 94 |
Profitability (%) | 43.4667 | 36.8984 | 50 | 43.4667 | 36.8984 | 50 |
Ratio Avg Win / Avg Loss | 2.5617 | 3.6967 | 1.327 | 1.372 | 1.901 | 0.8797 |
Largest Winning Trade | 602255 | 602255 | 34731 | 2419096 | 2419096 | 632202 |
Largest Losing Trade | -54355 | -54355 | -25752 | -963966 | -963966 | -850679 |
Avg Bars in Trades | 29 | 55 | 3 | 29 | 55 | 3 |
Avg Bars in Winners | 42 | 94 | 3 | 42 | 94 | 3 |
Avg Bars in Losers | 19 | 32 | 3 | 19 | 32 | 3 |
Bars Traded | 11013 | 10332 | 681 | 11013 | 10332 | 681 |
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 | 537911 | 379516 | -136341 | -183760 | -96203 | -580071 |
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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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