Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1515450.1458 | 1446592.7403 | 68857.4055 | 2520763.6035 | 4128154.6878 | -1607391.0844 |
Total P&L (%) | 1515.4501 | 1446.5927 | 68.8574 | 2520.7636 | 4128.1547 | -1607.3911 |
Avg Daily Profit (%) | 0.6854 | 0.6543 | 0.0311 | 0.1478 | 0.1695 | 0 |
Buy And Hold Return (%) | 309.0315 | 309.0315 | 309.0315 | 309.0315 | 309.0315 | 309.0315 |
Max Trade Drawdown | -192033 | -144588 | -130814 | -18623741 | -14897768 | -9856323 |
Profit Factor | 1.9616 | 2.8403 | 1.0872 | 1.0347 | 1.1139 | 0.9559 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Losing Trades | 219 | 107 | 112 | 219 | 107 | 112 |
Profitability (%) | 38.1356 | 39.548 | 36.7232 | 38.1356 | 39.548 | 36.7232 |
Ratio Avg Win / Avg Loss | 3.1822 | 4.3417 | 1.8733 | 1.6785 | 1.7027 | 1.6471 |
Largest Winning Trade | 1135334 | 1135334 | 49778 | 6171264 | 6171264 | 4345264 |
Largest Losing Trade | -27555 | -27555 | -27070 | -4252689 | -4252689 | -4048120 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 4415 | 2179 | 2236 | 4415 | 2179 | 2236 |
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 | 432310 | 443162 | -445097 | -179048 | -89731 | -582514 |
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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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