Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699446.7926 | 584890.267 | 114556.5256 | 1773650.2125 | -542794.8551 | 2316445.0676 |
Total P&L (%) | 699.4468 | 584.8903 | 114.5565 | 1773.6502 | -542.7949 | 2316.4451 |
Avg Daily Profit (%) | 0.3357 | 0.2808 | 0.055 | 0.1408 | 0 | 0.153 |
Buy And Hold Return (%) | 75.5892 | 75.5892 | 75.5892 | 75.5892 | 75.5892 | 75.5892 |
Max Trade Drawdown | -104008 | -118372 | -117687 | -4293725 | -4785592 | -1833277 |
Profit Factor | 1.6269 | 2.0108 | 1.2133 | 1.079 | 0.9584 | 1.2464 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Profitability (%) | 37.9699 | 33.8346 | 42.1053 | 37.9699 | 33.8346 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.6579 | 3.9323 | 1.6683 | 1.7628 | 1.8742 | 1.7138 |
Largest Winning Trade | 218947 | 218947 | 47721 | 3260782 | 3260782 | 998798 |
Largest Losing Trade | -36084 | -19436 | -36084 | -1080767 | -1080767 | -780198 |
Avg Bars in Trades | 92 | 92 | 91 | 92 | 92 | 91 |
Avg Bars in Winners | 149 | 162 | 138 | 149 | 162 | 138 |
Avg Bars in Losers | 57 | 57 | 57 | 57 | 57 | 57 |
Bars Traded | 24503 | 12340 | 12163 | 24503 | 12340 | 12163 |
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 | 323692 | 218199 | -132212 | -140475 | -584488 | 188338 |
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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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