Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444707.7303 | 387944.4196 | 56763.3107 | 1398849.2424 | 1136669.8196 | 262179.4228 |
Total P&L (%) | 444.7077 | 387.9444 | 56.7633 | 1398.8492 | 1136.6698 | 262.1794 |
Avg Daily Profit (%) | 0.4269 | 0.3724 | 0.0545 | 0.2602 | 0.2417 | 0.1236 |
Buy And Hold Return (%) | 364.7881 | 364.7881 | 364.7881 | 364.7881 | 364.7881 | 364.7881 |
Max Trade Drawdown | -114300 | -39616 | -94661 | -676425 | -438830 | -338489 |
Profit Factor | 1.5459 | 1.9546 | 1.1391 | 1.4676 | 1.7494 | 1.1777 |
Total Trades | 379 | 190 | 189 | 379 | 190 | 189 |
Winning Trades | 182 | 83 | 99 | 182 | 83 | 99 |
Losing Trades | 197 | 107 | 90 | 197 | 107 | 90 |
Profitability (%) | 48.0211 | 43.6842 | 52.381 | 48.0211 | 43.6842 | 52.381 |
Ratio Avg Win / Avg Loss | 1.6733 | 2.5198 | 1.0355 | 1.5885 | 2.2553 | 1.0707 |
Largest Winning Trade | 109339 | 109339 | 39152 | 834492 | 834492 | 164382 |
Largest Losing Trade | -21639 | -13542 | -21639 | -225930 | -147284 | -225930 |
Avg Bars in Trades | 65 | 57 | 72 | 65 | 57 | 72 |
Avg Bars in Winners | 81 | 71 | 89 | 81 | 71 | 89 |
Avg Bars in Losers | 50 | 47 | 54 | 50 | 47 | 54 |
Bars Traded | 24790 | 11016 | 13775 | 24790 | 11016 | 13775 |
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 | -84147 | -135238 | -352754 | 346109 | 240704 | -218015 |
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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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