Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881521.6832 | 728952.3731 | 152569.3101 | 5107156.8493 | 3839027.595 | 1268129.2543 |
Total P&L (%) | 881.5217 | 728.9524 | 152.5693 | 5107.1568 | 3839.0276 | 1268.1293 |
Avg Daily Profit (%) | 0.3527 | 0.2917 | 0.061 | 0.1583 | 0.1471 | 0.1047 |
Buy And Hold Return (%) | 133.2626 | 133.2626 | 133.2626 | 133.2626 | 133.2626 | 133.2626 |
Max Trade Drawdown | -74161 | -91000 | -46683 | -1578262 | -1363855 | -648399 |
Profit Factor | 1.796 | 2.1314 | 1.3294 | 1.6239 | 1.7607 | 1.404 |
Total Trades | 357 | 179 | 178 | 357 | 179 | 178 |
Winning Trades | 140 | 59 | 81 | 140 | 59 | 81 |
Losing Trades | 217 | 120 | 97 | 217 | 120 | 97 |
Profitability (%) | 39.2157 | 32.9609 | 45.5056 | 39.2157 | 32.9609 | 45.5056 |
Ratio Avg Win / Avg Loss | 2.7838 | 4.335 | 1.592 | 2.5171 | 3.581 | 1.6814 |
Largest Winning Trade | 381644 | 381644 | 22495 | 2567064 | 2567064 | 427904 |
Largest Losing Trade | -34158 | -34158 | -23084 | -631999 | -408038 | -631999 |
Avg Bars in Trades | 41 | 37 | 46 | 41 | 37 | 46 |
Avg Bars in Winners | 68 | 66 | 70 | 68 | 66 | 70 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 14916 | 6694 | 8221 | 14916 | 6694 | 8221 |
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 | 365959 | 201986 | -232110 | 303417 | 30061 | -52288 |
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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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