Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884132.5078 | 810245.6948 | 73886.813 | 3282209.1989 | 4883694.3012 | -1601485.1023 |
Total P&L (%) | 884.1325 | 810.2457 | 73.8868 | 3282.2092 | 4883.6943 | -1601.4851 |
Avg Daily Profit (%) | 0.3537 | 0.3241 | 0.0296 | 0.1409 | 0.1565 | 0 |
Buy And Hold Return (%) | 688.3671 | 688.3671 | 688.3671 | 688.3671 | 688.3671 | 688.3671 |
Max Trade Drawdown | -90677 | -67404 | -95837 | -3003013 | -1699485 | -2492930 |
Profit Factor | 1.7028 | 2.2749 | 1.1187 | 1.1922 | 1.6104 | 0.8236 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 236 | 120 | 116 | 236 | 120 | 116 |
Losing Trades | 194 | 95 | 99 | 194 | 95 | 99 |
Profitability (%) | 54.8837 | 55.814 | 53.9535 | 54.8837 | 55.814 | 53.9535 |
Ratio Avg Win / Avg Loss | 1.3998 | 1.801 | 0.9547 | 0.98 | 1.2749 | 0.7029 |
Largest Winning Trade | 363156 | 363156 | 44068 | 3277511 | 3277511 | 596777 |
Largest Losing Trade | -51366 | -24337 | -51366 | -1294107 | -673037 | -1294107 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 9764 | 5222 | 4542 | 9764 | 5222 | 4542 |
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 | -62675 | -95663 | -409447 | -13672 | 403351 | -579417 |
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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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