Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1428916.4954 | 1409099.9329 | 19816.5624 | 856637.4877 | 1198358.9334 | -341721.4457 |
Total P&L (%) | 1428.9165 | 1409.0999 | 19.8166 | 856.6375 | 1198.3589 | -341.7214 |
Avg Daily Profit (%) | 0.7825 | 0.7717 | 0.0109 | 0.1237 | 0.1405 | 0 |
Buy And Hold Return (%) | 699.5979 | 699.5979 | 699.5979 | 699.5979 | 699.5979 | 699.5979 |
Max Trade Drawdown | -177577 | -110225 | -80143 | -5914580 | -4772311 | -2441871 |
Profit Factor | 2.4777 | 3.3814 | 1.0528 | 1.0352 | 1.0805 | 0.9637 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 140 | 74 | 66 | 140 | 74 | 66 |
Profitability (%) | 39.9142 | 36.2069 | 43.5897 | 39.9142 | 36.2069 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.7298 | 5.9576 | 1.3625 | 1.5584 | 1.9038 | 1.2472 |
Largest Winning Trade | 940070 | 940070 | 34788 | 2389585 | 2389585 | 893791 |
Largest Losing Trade | -30627 | -30627 | -25269 | -1002091 | -1002091 | -886087 |
Avg Bars in Trades | 91 | 127 | 55 | 91 | 127 | 55 |
Avg Bars in Winners | 138 | 224 | 68 | 138 | 224 | 68 |
Avg Bars in Losers | 60 | 73 | 45 | 60 | 73 | 45 |
Bars Traded | 21377 | 14842 | 6535 | 21377 | 14842 | 6535 |
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 | 303472 | 251473 | -509295 | -306692 | -150309 | -581847 |
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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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