Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895908.2057 | 914467.3033 | -18559.0976 | 308965.8258 | -536007.876 | 844973.7017 |
Total P&L (%) | 895.9082 | 914.4673 | -18.5591 | 308.9658 | -536.0079 | 844.9737 |
Avg Daily Profit (%) | 0.3581 | 0.3655 | -0.0074 | 0.0563 | 0 | 0.0898 |
Buy And Hold Return (%) | 401.1156 | 401.1156 | 401.1156 | 401.1156 | 401.1156 | 401.1156 |
Max Trade Drawdown | -239563 | -101400 | -177179 | -10856602 | -6258392 | -7111483 |
Profit Factor | 1.9468 | 3.3778 | 0.967 | 1.0104 | 0.9591 | 1.0507 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Losing Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Profitability (%) | 45.6204 | 44.5255 | 46.7153 | 45.6204 | 44.5255 | 46.7153 |
Ratio Avg Win / Avg Loss | 2.3205 | 4.2084 | 1.1029 | 1.2044 | 1.1949 | 1.1984 |
Largest Winning Trade | 433639 | 433639 | 53695 | 3509952 | 3509952 | 3049922 |
Largest Losing Trade | -60205 | -30609 | -60205 | -2966825 | -2267701 | -2966825 |
Avg Bars in Trades | 53 | 50 | 56 | 53 | 50 | 56 |
Avg Bars in Winners | 74 | 67 | 80 | 74 | 67 | 80 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 14649 | 6865 | 7784 | 14649 | 6865 | 7784 |
Profit Streak | 0 | 0 | 23.6677 | 0 | 0 | 23.6677 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269449 | 308450 | -579546 | -492883 | -581431 | -244024 |
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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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