Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510217.5986 | 438037.3012 | 72180.2973 | 1903249.4278 | 1499012.3975 | 404237.0302 |
Total P&L (%) | 510.2176 | 438.0373 | 72.1803 | 1903.2494 | 1499.0124 | 404.237 |
Avg Daily Profit (%) | 0.4898 | 0.4205 | 0.0693 | 0.2882 | 0.2665 | 0.1554 |
Buy And Hold Return (%) | 376.6247 | 376.6247 | 376.6247 | 376.6247 | 376.6247 | 376.6247 |
Max Trade Drawdown | -63176 | -41563 | -57601 | -1915975 | -1228648 | -866673 |
Profit Factor | 1.8949 | 2.531 | 1.2541 | 1.3013 | 1.4582 | 1.1327 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 127 | 62 | 65 | 127 | 62 | 65 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 51.417 | 50.4065 | 52.4194 | 51.417 | 50.4065 | 52.4194 |
Ratio Avg Win / Avg Loss | 1.7905 | 2.4902 | 1.1384 | 1.2295 | 1.4347 | 1.0281 |
Largest Winning Trade | 209535 | 209535 | 30800 | 1050231 | 1050231 | 736294 |
Largest Losing Trade | -24436 | -15937 | -24436 | -680498 | -448931 | -680498 |
Avg Bars in Trades | 100 | 103 | 96 | 100 | 103 | 96 |
Avg Bars in Winners | 135 | 135 | 136 | 135 | 135 | 136 |
Avg Bars in Losers | 62 | 71 | 53 | 62 | 71 | 53 |
Bars Traded | 24723 | 12720 | 12003 | 24723 | 12720 | 12003 |
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 | -39835 | -100892 | -266301 | 326204 | 260709 | -210192 |
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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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