Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401585.606 | 1336596.5944 | 64989.0115 | 3107168.5428 | 3458091.8941 | -350923.3513 |
Total P&L (%) | 1401.5856 | 1336.5966 | 64.989 | 3107.1685 | 3458.0919 | -350.9234 |
Avg Daily Profit (%) | 0.6315 | 0.6022 | 0.0293 | 0.1564 | 0.1611 | 0 |
Buy And Hold Return (%) | 525.3687 | 525.3687 | 525.3687 | 525.3687 | 525.3687 | 525.3687 |
Max Trade Drawdown | -202640 | -113177 | -166069 | -8475140 | -5825816 | -4452100 |
Profit Factor | 2.12 | 3.2203 | 1.1001 | 1.0889 | 1.1886 | 0.9789 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Profitability (%) | 35.8434 | 35.5422 | 36.1446 | 35.8434 | 35.5422 | 36.1446 |
Ratio Avg Win / Avg Loss | 3.7946 | 5.8402 | 1.9434 | 1.949 | 2.1555 | 1.7294 |
Largest Winning Trade | 936837 | 936837 | 53235 | 8174816 | 8174816 | 2395261 |
Largest Losing Trade | -28264 | -16773 | -28264 | -1919797 | -1298501 | -1919797 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 8816 | 4237 | 4579 | 8816 | 4237 | 4579 |
Profit Streak | 13.2785 | 0 | 15.0285 | 13.2785 | 0 | 15.0285 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340724 | 327010 | -433097 | -117614 | -9611 | -582210 |
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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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