Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408505.9139 | 1323798.9624 | 84706.9516 | 3721521.3975 | 3850564.8354 | -129043.4379 |
Total P&L (%) | 1408.5059 | 1323.799 | 84.707 | 3721.5214 | 3850.5648 | -129.0434 |
Avg Daily Profit (%) | 0.7633 | 0.7174 | 0.0459 | 0.1976 | 0.1994 | 0 |
Buy And Hold Return (%) | 522.5411 | 522.5411 | 522.5411 | 522.5411 | 522.5411 | 522.5411 |
Max Trade Drawdown | -93188 | -91496 | -42612 | -8144528 | -6624780 | -3089248 |
Profit Factor | 3.2291 | 4.8094 | 1.2979 | 1.1441 | 1.2569 | 0.9881 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 81 | 30 | 51 | 81 | 30 | 51 |
Losing Trades | 174 | 97 | 77 | 174 | 97 | 77 |
Profitability (%) | 31.7647 | 23.622 | 39.8438 | 31.7647 | 23.622 | 39.8438 |
Ratio Avg Win / Avg Loss | 6.9367 | 15.5503 | 1.9596 | 2.4578 | 4.0639 | 1.4918 |
Largest Winning Trade | 644950 | 644950 | 64885 | 6007203 | 6007203 | 1454919 |
Largest Losing Trade | -17495 | -17495 | -14766 | -1633794 | -1633794 | -807763 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 92 | 157 | 54 | 92 | 157 | 54 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 10268 | 6376 | 3892 | 10268 | 6376 | 3892 |
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 | 355887 | -19515 | -300356 | -58607 | -27140 | -583275 |
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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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