Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020597.956 | 1032053.3578 | -11455.4017 | 427666.5424 | 1081651.0538 | -653984.5114 |
Total P&L (%) | 1020.598 | 1032.0534 | -11.4554 | 427.6665 | 1081.6511 | -653.9845 |
Avg Daily Profit (%) | 0.5434 | 0.5495 | -0.0061 | 0.0886 | 0.1316 | 0 |
Buy And Hold Return (%) | 509.6833 | 509.6833 | 509.6833 | 509.6833 | 509.6833 | 509.6833 |
Max Trade Drawdown | -105754 | -126249 | -109543 | -3908869 | -3046509 | -1608498 |
Profit Factor | 1.8463 | 2.6532 | 0.9803 | 1.0294 | 1.1437 | 0.907 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 47.7273 | 44.697 | 50.7576 | 47.7273 | 44.697 | 50.7576 |
Ratio Avg Win / Avg Loss | 2.0222 | 3.2828 | 0.951 | 1.1274 | 1.4151 | 0.8799 |
Largest Winning Trade | 437303 | 437303 | 56225 | 2954834 | 2954834 | 873181 |
Largest Losing Trade | -49838 | -30257 | -49838 | -1386357 | -489202 | -1386357 |
Avg Bars in Trades | 27 | 24 | 31 | 27 | 24 | 31 |
Avg Bars in Winners | 35 | 27 | 42 | 35 | 27 | 42 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 7391 | 3240 | 4151 | 7391 | 3240 | 4151 |
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 | 301649 | 265487 | -580883 | -427880 | -87474 | -580883 |
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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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