Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060853.6045 | 1019138.2422 | 41715.3622 | 1408708.247 | 2216514.3609 | -807806.114 |
Total P&L (%) | 1060.8536 | 1019.1382 | 41.7154 | 1408.7082 | 2216.5144 | -807.8061 |
Avg Daily Profit (%) | 0.5676 | 0.5453 | 0.0223 | 0.1453 | 0.1683 | 0 |
Buy And Hold Return (%) | 284.3888 | 284.3888 | 284.3888 | 284.3888 | 284.3888 | 284.3888 |
Max Trade Drawdown | -104448 | -121241 | -127097 | -2486469 | -1914970 | -2156412 |
Profit Factor | 1.9014 | 2.7705 | 1.0694 | 1.0738 | 1.2313 | 0.915 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 52.6104 | 49.6 | 55.6452 | 52.6104 | 49.6 | 55.6452 |
Ratio Avg Win / Avg Loss | 1.7127 | 2.8152 | 0.8524 | 0.9672 | 1.2511 | 0.7294 |
Largest Winning Trade | 440053 | 440053 | 52903 | 2035683 | 2035683 | 715971 |
Largest Losing Trade | -47583 | -26007 | -47583 | -864396 | -800437 | -864396 |
Avg Bars in Trades | 22 | 20 | 23 | 22 | 20 | 23 |
Avg Bars in Winners | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 5513 | 2608 | 2905 | 5513 | 2608 | 2905 |
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 | 512880 | 489006 | -473912 | -139117 | 263897 | -579993 |
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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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