Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166668.4261 | 1124500.6171 | 42167.809 | 2720132.0964 | 5764422.8967 | -3044290.8003 |
Total P&L (%) | 1166.6684 | 1124.5006 | 42.1678 | 2720.1321 | 5764.4229 | -3044.2908 |
Avg Daily Profit (%) | 0.6322 | 0.6093 | 0.0228 | 0.1811 | 0.2209 | 0 |
Buy And Hold Return (%) | 412.2951 | 412.2951 | 412.2951 | 412.2951 | 412.2951 | 412.2951 |
Max Trade Drawdown | -92437 | -69111 | -74037 | -8168870 | -4931287 | -5227421 |
Profit Factor | 2.146 | 3.3419 | 1.0784 | 1.0745 | 1.3264 | 0.8387 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 160 | 77 | 83 | 160 | 77 | 83 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 49.8442 | 47.8261 | 51.875 | 49.8442 | 47.8261 | 51.875 |
Ratio Avg Win / Avg Loss | 2.1594 | 3.6457 | 1.0004 | 1.0812 | 1.447 | 0.778 |
Largest Winning Trade | 632694 | 632694 | 75187 | 5628094 | 5628094 | 1877670 |
Largest Losing Trade | -23210 | -23210 | -22452 | -1586120 | -1586120 | -1438986 |
Avg Bars in Trades | 33 | 30 | 37 | 33 | 30 | 37 |
Avg Bars in Winners | 46 | 38 | 53 | 46 | 38 | 53 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 10867 | 4881 | 5986 | 10867 | 4881 | 5986 |
Profit Streak | 0 | 0 | 11.4165 | 0 | 0 | 11.4165 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510081 | 504543 | -461252 | -129383 | 284545 | -579618 |
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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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