Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1347717.9477 | 1318940.2124 | 28777.7353 | 1073323.5059 | 1344692.3384 | -271368.8325 |
Total P&L (%) | 1347.7179 | 1318.9402 | 28.7777 | 1073.3235 | 1344.6923 | -271.3688 |
Avg Daily Profit (%) | 0.5953 | 0.5826 | 0.0127 | 0.1088 | 0.118 | 0 |
Buy And Hold Return (%) | 361.4887 | 361.4887 | 361.4887 | 361.4887 | 361.4887 | 361.4887 |
Max Trade Drawdown | -175282 | -96305 | -110463 | -4095548 | -2785380 | -2375595 |
Profit Factor | 2.408 | 3.9006 | 1.0573 | 1.0586 | 1.1647 | 0.9732 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 47.012 | 44.4444 | 49.6 | 47.012 | 44.4444 | 49.6 |
Ratio Avg Win / Avg Loss | 2.7141 | 4.8758 | 1.0743 | 1.1932 | 1.4558 | 0.9889 |
Largest Winning Trade | 895393 | 895393 | 42620 | 1913462 | 1913462 | 1144480 |
Largest Losing Trade | -43280 | -28416 | -43280 | -2205968 | -981125 | -2205968 |
Avg Bars in Trades | 51 | 41 | 61 | 51 | 41 | 61 |
Avg Bars in Winners | 76 | 61 | 90 | 76 | 61 | 90 |
Avg Bars in Losers | 29 | 25 | 33 | 29 | 25 | 33 |
Bars Traded | 12955 | 5234 | 7721 | 12955 | 5234 | 7721 |
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 | 492885 | 481735 | -499542 | -206303 | -79257 | -581155 |
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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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