Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1249476.5921 | 1196483.2353 | 52993.3568 | 1304901.5714 | 1492054.1881 | -187152.6166 |
Total P&L (%) | 1249.4766 | 1196.4832 | 52.9934 | 1304.9016 | 1492.0542 | -187.1526 |
Avg Daily Profit (%) | 0.5637 | 0.5398 | 0.0239 | 0.1193 | 0.1249 | 0 |
Buy And Hold Return (%) | 357.1329 | 357.1329 | 357.1329 | 357.1329 | 357.1329 | 357.1329 |
Max Trade Drawdown | -116366 | -90162 | -135633 | -5536647 | -3932324 | -3968262 |
Profit Factor | 2.178 | 3.2763 | 1.099 | 1.0404 | 1.0871 | 0.9877 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Profitability (%) | 34.5794 | 35.514 | 33.6449 | 34.5794 | 35.514 | 33.6449 |
Ratio Avg Win / Avg Loss | 4.1205 | 5.9491 | 2.1676 | 1.9683 | 1.9739 | 1.9479 |
Largest Winning Trade | 961508 | 961508 | 54285 | 3243662 | 3243662 | 2244622 |
Largest Losing Trade | -29618 | -29618 | -27263 | -1471100 | -1471100 | -1448471 |
Avg Bars in Trades | 40 | 44 | 35 | 40 | 44 | 35 |
Avg Bars in Winners | 75 | 78 | 71 | 75 | 78 | 71 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 8578 | 4739 | 3838 | 8578 | 4739 | 3838 |
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 | 278838 | 306102 | -443805 | -215756 | -157394 | -584629 |
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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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