Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065540.4454 | 1129593.6565 | -64053.2111 | 137165.8725 | 1234108.7247 | -1096942.8523 |
Total P&L (%) | 1065.5404 | 1129.5937 | -64.0532 | 137.1659 | 1234.1087 | -1096.9429 |
Avg Daily Profit (%) | 0.5117 | 0.5424 | -0.0308 | 0.0415 | 0.1245 | 0 |
Buy And Hold Return (%) | 432.6087 | 432.6087 | 432.6087 | 432.6087 | 432.6087 | 432.6087 |
Max Trade Drawdown | -194638 | -100568 | -226299 | -1996900 | -918916 | -1300636 |
Profit Factor | 1.8534 | 2.9844 | 0.9057 | 1.0241 | 1.4856 | 0.6527 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Profitability (%) | 42.2481 | 41.8605 | 42.6357 | 42.2481 | 41.8605 | 42.6357 |
Ratio Avg Win / Avg Loss | 2.5335 | 4.145 | 1.2186 | 1.3999 | 2.0633 | 0.8782 |
Largest Winning Trade | 885173 | 885173 | 50413 | 1730642 | 1730642 | 289775 |
Largest Losing Trade | -41308 | -28614 | -41308 | -509682 | -419526 | -509682 |
Avg Bars in Trades | 95 | 95 | 96 | 95 | 95 | 96 |
Avg Bars in Winners | 149 | 147 | 150 | 149 | 147 | 150 |
Avg Bars in Losers | 57 | 57 | 56 | 57 | 57 | 56 |
Bars Traded | 24754 | 12306 | 12448 | 24754 | 12306 | 12448 |
Profit Streak | 19.8822 | 21.1322 | 0 | 19.8822 | 21.1322 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335093 | 373747 | -582187 | -498445 | -30144 | -583853 |
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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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