Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673593.4143 | 666518.1706 | 7075.2437 | 404533.069 | 31079.0948 | 373453.9742 |
Total P&L (%) | 673.5934 | 666.5182 | 7.0752 | 404.5331 | 31.0791 | 373.454 |
Avg Daily Profit (%) | 0.2693 | 0.2664 | 0.0028 | 0.0647 | 0.0108 | 0.0622 |
Buy And Hold Return (%) | 254.3008 | 254.3008 | 254.3008 | 254.3008 | 254.3008 | 254.3008 |
Max Trade Drawdown | -223697 | -112289 | -142488 | -8877080 | -5255286 | -5512286 |
Profit Factor | 1.6624 | 2.3003 | 1.014 | 1.0146 | 1.0021 | 1.0289 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 137 | 65 | 72 | 137 | 65 | 72 |
Losing Trades | 137 | 72 | 65 | 137 | 72 | 65 |
Profitability (%) | 50 | 47.4453 | 52.5547 | 50 | 47.4453 | 52.5547 |
Ratio Avg Win / Avg Loss | 1.6624 | 2.548 | 0.9154 | 1.0146 | 1.11 | 0.9289 |
Largest Winning Trade | 465540 | 465540 | 34550 | 2373032 | 2373032 | 1656309 |
Largest Losing Trade | -50963 | -21762 | -50963 | -2384946 | -1444480 | -2384946 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 7328 | 3382 | 3946 | 7328 | 3382 | 3946 |
Profit Streak | 0 | 0 | 14.5842 | 0 | 0 | 14.5842 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362381 | 310693 | -560567 | -318843 | -563266 | -319319 |
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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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