Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1942563.5263 | 1868812.2623 | 73751.264 | 2385809.8223 | 2216565.2466 | 169244.5758 |
Total P&L (%) | 1942.5635 | 1868.8123 | 73.7513 | 2385.8098 | 2216.5652 | 169.2446 |
Avg Daily Profit (%) | 1.0638 | 1.0234 | 0.0404 | 0.1761 | 0.1722 | 0.0543 |
Buy And Hold Return (%) | 579.9145 | 579.9145 | 579.9145 | 579.9145 | 579.9145 | 579.9145 |
Max Trade Drawdown | -221869 | -191093 | -44883 | -4781110 | -4102604 | -1477970 |
Profit Factor | 2.6107 | 2.9801 | 1.2812 | 1.1321 | 1.1601 | 1.0401 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 156 | 69 | 87 | 156 | 69 | 87 |
Losing Trades | 241 | 129 | 112 | 241 | 129 | 112 |
Profitability (%) | 39.2947 | 34.8485 | 43.7186 | 39.2947 | 34.8485 | 43.7186 |
Ratio Avg Win / Avg Loss | 4.0332 | 5.5714 | 1.6494 | 1.749 | 2.1689 | 1.339 |
Largest Winning Trade | 1327352 | 1327352 | 18059 | 2102451 | 2102451 | 585920 |
Largest Losing Trade | -40483 | -40483 | -13586 | -1221562 | -1221562 | -468017 |
Avg Bars in Trades | 54 | 103 | 5 | 54 | 103 | 5 |
Avg Bars in Winners | 76 | 166 | 5 | 76 | 166 | 5 |
Avg Bars in Losers | 39 | 70 | 4 | 39 | 70 | 4 |
Bars Traded | 21544 | 20540 | 1004 | 21544 | 20540 | 1004 |
Profit Streak | 0 | 53.7173 | 0 | 0 | 53.7173 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485478 | 421623 | -305331 | -70464 | -42274 | -464300 |
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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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