Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260124.7677 | 1210273.6318 | 49851.136 | 1678872.1009 | 2529705.4677 | -850833.3668 |
Total P&L (%) | 1260.1248 | 1210.2736 | 49.8511 | 1678.8721 | 2529.7055 | -850.8334 |
Avg Daily Profit (%) | 0.5701 | 0.5476 | 0.0226 | 0.1303 | 0.148 | 0 |
Buy And Hold Return (%) | 347.661 | 347.661 | 347.661 | 347.661 | 347.661 | 347.661 |
Max Trade Drawdown | -119614 | -106931 | -174447 | -4813343 | -5147879 | -2862940 |
Profit Factor | 1.7425 | 2.4202 | 1.059 | 1.0464 | 1.1329 | 0.9504 |
Total Trades | 564 | 282 | 282 | 564 | 282 | 282 |
Winning Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Losing Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Profitability (%) | 36.8794 | 36.8794 | 36.8794 | 36.8794 | 36.8794 | 36.8794 |
Ratio Avg Win / Avg Loss | 2.9824 | 4.1422 | 1.8125 | 1.7909 | 1.939 | 1.6267 |
Largest Winning Trade | 913111 | 913111 | 51504 | 4759195 | 4759195 | 1169330 |
Largest Losing Trade | -27310 | -17535 | -27310 | -1006688 | -691598 | -1006688 |
Avg Bars in Trades | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Winners | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 13218 | 6460 | 6758 | 13218 | 6460 | 6758 |
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 | 362545 | 325110 | -486926 | -190393 | -72146 | -581905 |
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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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