Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149814.423 | 1271813.6873 | -121999.2642 | -37658.7951 | 473441.4316 | -511100.2267 |
Total P&L (%) | 1149.8144 | 1271.8137 | -121.9993 | -37.6588 | 473.4414 | -511.1002 |
Avg Daily Profit (%) | 0.5202 | 0.5754 | -0.0552 | -0.0214 | 0.079 | 0 |
Buy And Hold Return (%) | 475.6546 | 475.6546 | 475.6546 | 475.6546 | 475.6546 | 475.6546 |
Max Trade Drawdown | -280360 | -180561 | -241221 | -2048158 | -1397466 | -816165 |
Profit Factor | 1.6928 | 2.6385 | 0.8619 | 0.9926 | 1.175 | 0.7853 |
Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
Winning Trades | 147 | 72 | 75 | 147 | 72 | 75 |
Losing Trades | 233 | 118 | 115 | 233 | 118 | 115 |
Profitability (%) | 38.6842 | 37.8947 | 39.4737 | 38.6842 | 37.8947 | 39.4737 |
Ratio Avg Win / Avg Loss | 2.6832 | 4.3242 | 1.3216 | 1.5733 | 1.9257 | 1.2042 |
Largest Winning Trade | 1157562 | 1157562 | 46440 | 1473374 | 1473374 | 253576 |
Largest Losing Trade | -43505 | -32711 | -43505 | -684611 | -684611 | -283215 |
Avg Bars in Trades | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Winners | 50 | 54 | 46 | 50 | 54 | 46 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 13155 | 6996 | 6159 | 13155 | 6996 | 6159 |
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 | 268601 | 309937 | -582765 | -580414 | -284346 | -582765 |
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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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