Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1347572.2187 | 1287179.3733 | 60392.8454 | 3376377.6541 | 3737551.9702 | -361174.3161 |
Total P&L (%) | 1347.5722 | 1287.1794 | 60.3928 | 3376.3777 | 3737.552 | -361.1743 |
Avg Daily Profit (%) | 0.7376 | 0.7045 | 0.0331 | 0.1944 | 0.1998 | 0 |
Buy And Hold Return (%) | 543.2296 | 543.2296 | 543.2296 | 543.2296 | 543.2296 | 543.2296 |
Max Trade Drawdown | -75436 | -55391 | -73229 | -3696622 | -1918664 | -2674713 |
Profit Factor | 2.7883 | 4.4584 | 1.1584 | 1.1762 | 1.3866 | 0.9619 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 36.5979 | 36.0825 | 37.1134 | 36.5979 | 36.0825 | 37.1134 |
Ratio Avg Win / Avg Loss | 4.8305 | 7.8977 | 1.9628 | 2.0377 | 2.4563 | 1.63 |
Largest Winning Trade | 780182 | 780182 | 68520 | 3527337 | 3527337 | 2117427 |
Largest Losing Trade | -26615 | -25112 | -26615 | -858906 | -663300 | -858906 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 54 | 48 | 61 | 54 | 48 | 61 |
Avg Bars in Losers | 11 | 13 | 10 | 11 | 13 | 10 |
Bars Traded | 5358 | 2538 | 2820 | 5358 | 2538 | 2820 |
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 | 372644 | 356118 | -364749 | -21994 | 153030 | -583029 |
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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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