Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214004.7586 | 1194837.3815 | 19167.377 | 1500775.8264 | 2427468.9886 | -926693.1622 |
Total P&L (%) | 1214.0048 | 1194.8374 | 19.1674 | 1500.7758 | 2427.469 | -926.6932 |
Avg Daily Profit (%) | 0.6648 | 0.6543 | 0.0105 | 0.152 | 0.177 | 0 |
Buy And Hold Return (%) | 659.3185 | 659.3185 | 659.3185 | 659.3185 | 659.3185 | 659.3185 |
Max Trade Drawdown | -129556 | -97833 | -82812 | -4147935 | -1959580 | -2564254 |
Profit Factor | 2.1929 | 3.5425 | 1.035 | 1.0757 | 1.2709 | 0.9148 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 157 | 73 | 84 | 157 | 73 | 84 |
Losing Trades | 202 | 106 | 96 | 202 | 106 | 96 |
Profitability (%) | 43.7326 | 40.7821 | 46.6667 | 43.7326 | 40.7821 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.8215 | 5.1438 | 1.1829 | 1.384 | 1.8454 | 1.0454 |
Largest Winning Trade | 754241 | 754241 | 75859 | 2988124 | 2988124 | 1601125 |
Largest Losing Trade | -34656 | -24327 | -34656 | -683124 | -432064 | -683124 |
Avg Bars in Trades | 59 | 53 | 66 | 59 | 53 | 66 |
Avg Bars in Winners | 91 | 80 | 101 | 91 | 80 | 101 |
Avg Bars in Losers | 34 | 34 | 35 | 34 | 34 | 35 |
Bars Traded | 21428 | 9525 | 11903 | 21428 | 9525 | 11903 |
Profit Streak | 0 | 18.4246 | 0 | 0 | 18.4246 | 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 | 276329 | 301295 | -527531 | -135267 | 151788 | -580020 |
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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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