Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1315354.9703 | 1340938.5304 | -25583.5601 | -812.7419 | 1028058.4624 | -1028871.2042 |
Total P&L (%) | 1315.355 | 1340.9385 | -25.5836 | -0.8127 | 1028.0585 | -1028.8712 |
Avg Daily Profit (%) | 0.7057 | 0.7194 | -0.0137 | -0.0004 | 0.1301 | 0 |
Buy And Hold Return (%) | 25.3189 | 25.3189 | 25.3189 | 25.3189 | 25.3189 | 25.3189 |
Max Trade Drawdown | -211367 | -203494 | -90008 | -2072651 | -1734787 | -1208939 |
Profit Factor | 2.2695 | 3.6408 | 0.9516 | 0.9999 | 1.269 | 0.7386 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 128 | 54 | 74 | 128 | 54 | 74 |
Losing Trades | 209 | 115 | 94 | 209 | 115 | 94 |
Profitability (%) | 37.9822 | 31.9527 | 44.0476 | 37.9822 | 31.9527 | 44.0476 |
Ratio Avg Win / Avg Loss | 3.7056 | 7.7536 | 1.2088 | 1.6326 | 2.7024 | 0.9383 |
Largest Winning Trade | 1404012 | 1404012 | 49622 | 1986871 | 1986871 | 437223 |
Largest Losing Trade | -33011 | -33011 | -20892 | -451735 | -451735 | -387226 |
Avg Bars in Trades | 10 | 9 | 12 | 10 | 9 | 12 |
Avg Bars in Winners | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 3662 | 1640 | 2022 | 3662 | 1640 | 2022 |
Profit Streak | 8.3428 | 18.8428 | 0 | 8.3428 | 18.8428 | 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 | 529864 | 483291 | -580823 | -579961 | -23797 | -582490 |
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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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