Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186356.751 | 1179467.8841 | 6888.8669 | 267665.2483 | 3118252.3262 | -2850587.0779 |
Total P&L (%) | 1186.3568 | 1179.4679 | 6.8889 | 267.6652 | 3118.2523 | -2850.5871 |
Avg Daily Profit (%) | 0.5697 | 0.5664 | 0.0033 | 0.0625 | 0.1668 | 0 |
Buy And Hold Return (%) | 122.7692 | 122.7692 | 122.7692 | 122.7692 | 122.7692 | 122.7692 |
Max Trade Drawdown | -229549 | -137891 | -157050 | -5184394 | -3115079 | -3884962 |
Profit Factor | 2.0083 | 3.2222 | 1.0107 | 1.0105 | 1.2847 | 0.8053 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 158 | 81 | 77 | 158 | 81 | 77 |
Profitability (%) | 36.5462 | 35.2 | 37.9032 | 36.5462 | 35.2 | 37.9032 |
Ratio Avg Win / Avg Loss | 3.487 | 5.9318 | 1.6558 | 1.7544 | 2.365 | 1.3193 |
Largest Winning Trade | 708084 | 708084 | 62499 | 4864995 | 4864995 | 1440402 |
Largest Losing Trade | -50732 | -30364 | -50732 | -1531256 | -646478 | -1531256 |
Avg Bars in Trades | 99 | 94 | 103 | 99 | 94 | 103 |
Avg Bars in Winners | 201 | 202 | 200 | 201 | 202 | 200 |
Avg Bars in Losers | 40 | 36 | 44 | 40 | 36 | 44 |
Bars Traded | 24687 | 11850 | 12837 | 24687 | 11850 | 12837 |
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 | 399040 | 408602 | -566785 | -326946 | 103598 | -584040 |
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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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