Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804587.0256 | 808590.5948 | -4003.5693 | 6020902.3781 | 11457075.5752 | -5436173.197 |
Total P&L (%) | 804.587 | 808.5906 | -4.0036 | 6020.9024 | 11457.0756 | -5436.1732 |
Avg Daily Profit (%) | 0.4306 | 0.4327 | -0.0021 | 0.2204 | 0.2545 | 0 |
Buy And Hold Return (%) | 4736.6787 | 4736.6787 | 4736.6787 | 4736.6787 | 4736.6787 | 4736.6787 |
Max Trade Drawdown | -111083 | -68963 | -141831 | -6874028 | -1859023 | -8664117 |
Profit Factor | 1.6922 | 2.5184 | 0.9936 | 1.1679 | 1.7411 | 0.7334 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Losing Trades | 136 | 64 | 72 | 136 | 64 | 72 |
Profitability (%) | 51.7731 | 54.6099 | 48.9362 | 51.7731 | 54.6099 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.5763 | 2.0932 | 1.0368 | 1.0879 | 1.4472 | 0.7653 |
Largest Winning Trade | 133545 | 133545 | 62881 | 2808288 | 2808288 | 1237734 |
Largest Losing Trade | -38523 | -22129 | -38523 | -2699436 | -1484096 | -2699436 |
Avg Bars in Trades | 39 | 41 | 36 | 39 | 41 | 36 |
Avg Bars in Winners | 47 | 50 | 43 | 47 | 50 | 43 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 11026 | 5896 | 5130 | 11026 | 5896 | 5130 |
Profit Streak | 0 | 117.8449 | 0 | 0 | 117.8449 | 0 |
Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150858 | -149003 | -579705 | -107305 | 307539 | -581372 |
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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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