Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871183.9558 | 864245.3956 | 6938.5602 | 534441.2704 | 3807481.1153 | -3273039.8449 |
Total P&L (%) | 871.184 | 864.2454 | 6.9386 | 534.4413 | 3807.4811 | -3273.0398 |
Avg Daily Profit (%) | 0.4843 | 0.4804 | 0.0039 | 0.1028 | 0.204 | 0 |
Buy And Hold Return (%) | 269.0472 | 269.0472 | 269.0472 | 269.0472 | 269.0472 | 269.0472 |
Max Trade Drawdown | -220826 | -208820 | -124443 | -5785853 | -5113457 | -4899119 |
Profit Factor | 1.6676 | 2.1792 | 1.0121 | 1.0212 | 1.2748 | 0.7119 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 159 | 88 | 71 | 159 | 88 | 71 |
Profitability (%) | 41.9708 | 35.7664 | 48.1752 | 41.9708 | 35.7664 | 48.1752 |
Ratio Avg Win / Avg Loss | 2.3056 | 3.9137 | 1.0888 | 1.4119 | 2.2894 | 0.7658 |
Largest Winning Trade | 369829 | 369829 | 32665 | 2754578 | 2754578 | 677115 |
Largest Losing Trade | -34725 | -26664 | -34725 | -1215187 | -929326 | -1215187 |
Avg Bars in Trades | 12 | 18 | 7 | 12 | 18 | 7 |
Avg Bars in Winners | 16 | 27 | 8 | 16 | 27 | 8 |
Avg Bars in Losers | 10 | 13 | 5 | 10 | 13 | 5 |
Bars Traded | 3561 | 2580 | 981 | 3561 | 2580 | 981 |
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 | 335345 | 223538 | -561248 | -260990 | 131899 | -581400 |
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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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