Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271884.2769 | 1336630.5826 | -64746.3057 | -79136.5982 | 227741.5812 | -306878.1794 |
Total P&L (%) | 1271.8843 | 1336.6306 | -64.7463 | -79.1366 | 227.7416 | -306.8782 |
Avg Daily Profit (%) | 0.6105 | 0.6416 | -0.0311 | -0.0752 | 0.057 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228617 | -175333 | -145152 | -702965 | -443870 | -332380 |
Profit Factor | 2.0711 | 2.7552 | 0.848 | 0.9424 | 1.2712 | 0.4248 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 118 | 50 | 68 | 118 | 50 | 68 |
Losing Trades | 199 | 108 | 91 | 199 | 108 | 91 |
Profitability (%) | 37.224 | 31.6456 | 42.7673 | 37.224 | 31.6456 | 42.7673 |
Ratio Avg Win / Avg Loss | 3.4927 | 5.9513 | 1.1348 | 1.5893 | 2.7458 | 0.5684 |
Largest Winning Trade | 1476612 | 1476612 | 51500 | 675982 | 675982 | 34474 |
Largest Losing Trade | -26899 | -26899 | -19986 | -144255 | -121438 | -144255 |
Avg Bars in Trades | 77 | 107 | 47 | 77 | 107 | 47 |
Avg Bars in Winners | 118 | 182 | 70 | 118 | 182 | 70 |
Avg Bars in Losers | 53 | 72 | 30 | 53 | 72 | 30 |
Bars Traded | 24524 | 16971 | 7554 | 24524 | 16971 | 7554 |
Profit Streak | 0 | 12.3169 | 0 | 0 | 12.3169 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438226 | 406387 | -581646 | -581310 | -121575 | -583313 |
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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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