Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519096.0997 | 1551058.6717 | -31962.572 | 279958.5843 | 1967524.4364 | -1687565.8521 |
Total P&L (%) | 1519.0961 | 1551.0587 | -31.9626 | 279.9586 | 1967.5244 | -1687.5659 |
Avg Daily Profit (%) | 0.6438 | 0.6574 | -0.0135 | 0.0566 | 0.1285 | 0 |
Buy And Hold Return (%) | 470.9094 | 470.9094 | 470.9094 | 470.9094 | 470.9094 | 470.9094 |
Max Trade Drawdown | -169107 | -166231 | -131392 | -4976396 | -3542396 | -1817716 |
Profit Factor | 2.3254 | 3.6087 | 0.9421 | 1.0218 | 1.2784 | 0.7067 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 48.6301 | 47.2603 | 50 | 48.6301 | 47.2603 | 50 |
Ratio Avg Win / Avg Loss | 2.4564 | 4.0271 | 0.9421 | 1.0794 | 1.4267 | 0.7067 |
Largest Winning Trade | 1388790 | 1388790 | 52121 | 4908056 | 4908056 | 456883 |
Largest Losing Trade | -44565 | -31385 | -44565 | -1320014 | -1320014 | -1286032 |
Avg Bars in Trades | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Winners | 43 | 39 | 47 | 43 | 39 | 47 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 9110 | 4148 | 4962 | 9110 | 4148 | 4962 |
Profit Streak | 0 | 0 | 16.98 | 0 | 0 | 16.98 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516361 | 536988 | -580374 | -478639 | -24184 | -580374 |
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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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