Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1124446.8904 | 1124692.2953 | -245.4049 | 1114049.9991 | 1045165.1177 | 68884.8814 |
Total P&L (%) | 1124.4469 | 1124.6923 | -0.2454 | 1114.05 | 1045.1651 | 68.8849 |
Avg Daily Profit (%) | 0.5083 | 0.5084 | -0.0001 | 0.1129 | 0.1103 | 0.0237 |
Buy And Hold Return (%) | 462.9013 | 462.9013 | 462.9013 | 462.9013 | 462.9013 | 462.9013 |
Max Trade Drawdown | -165101 | -46361 | -187217 | -727469 | -245615 | -811687 |
Profit Factor | 1.9805 | 4.3833 | 0.9997 | 1.2123 | 1.6551 | 1.0189 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Losing Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Profitability (%) | 45.1362 | 49.6124 | 40.625 | 45.1362 | 49.6124 | 40.625 |
Ratio Avg Win / Avg Loss | 2.4074 | 4.4518 | 1.4611 | 1.4736 | 1.681 | 1.4891 |
Largest Winning Trade | 837058 | 837058 | 56702 | 311283 | 311283 | 293019 |
Largest Losing Trade | -51515 | -22680 | -51515 | -169756 | -106908 | -169756 |
Avg Bars in Trades | 25 | 13 | 37 | 25 | 13 | 37 |
Avg Bars in Winners | 38 | 18 | 62 | 38 | 18 | 62 |
Avg Bars in Losers | 14 | 7 | 20 | 14 | 7 | 20 |
Bars Traded | 6504 | 1699 | 4805 | 6504 | 1699 | 4805 |
Profit Streak | 17.9021 | 32.2354 | 0 | 17.9021 | 32.2354 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385321 | 520105 | -582971 | -46175 | -46946 | -530635 |
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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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