Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437374.0942 | 1511969.0146 | -74594.9204 | -78046.6925 | 1960640.4277 | -2038687.1203 |
Total P&L (%) | 1437.3741 | 1511.969 | -74.5949 | -78.0467 | 1960.6404 | -2038.6871 |
Avg Daily Profit (%) | 0.6361 | 0.6691 | -0.033 | -0.0671 | 0.134 | 0 |
Buy And Hold Return (%) | 247.4359 | 247.4359 | 247.4359 | 247.4359 | 247.4359 | 247.4359 |
Max Trade Drawdown | -263414 | -128628 | -264949 | -2199289 | -508477 | -2144519 |
Profit Factor | 2.456 | 4.5298 | 0.8665 | 0.98 | 3.1317 | 0.3181 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 41.2429 | 38.2022 | 44.3182 | 41.2429 | 38.2022 | 44.3182 |
Ratio Avg Win / Avg Loss | 3.499 | 7.3277 | 1.0887 | 1.3962 | 5.066 | 0.3997 |
Largest Winning Trade | 1290909 | 1290909 | 63182 | 2050147 | 2050147 | 774144 |
Largest Losing Trade | -97043 | -27723 | -97043 | -1097480 | -274148 | -1097480 |
Avg Bars in Trades | 72 | 64 | 80 | 72 | 64 | 80 |
Avg Bars in Winners | 117 | 108 | 126 | 117 | 108 | 126 |
Avg Bars in Losers | 41 | 38 | 44 | 41 | 38 | 44 |
Bars Traded | 12884 | 5767 | 7117 | 12884 | 5767 | 7117 |
Profit Streak | 0 | 0 | 50.0323 | 0 | 0 | 50.0323 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474225 | 504003 | -581075 | -581589 | -12663 | -582741 |
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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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