Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984881.8424 | 1087084.9732 | -102203.1307 | -8152.7999 | 4841152.6568 | -4849305.4567 |
Total P&L (%) | 984.8818 | 1087.085 | -102.2031 | -8.1528 | 4841.1527 | -4849.3055 |
Avg Daily Profit (%) | 0.4447 | 0.4909 | -0.0461 | -0.0038 | 0.1763 | 0 |
Buy And Hold Return (%) | 757.7101 | 757.7101 | 757.7101 | 757.7101 | 757.7101 | 757.7101 |
Max Trade Drawdown | -224580 | -121301 | -238404 | -6495793 | -1556282 | -5286883 |
Profit Factor | 1.7404 | 2.7249 | 0.854 | 0.9993 | 2.1818 | 0.4085 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 45.5253 | 44.186 | 46.875 | 45.5253 | 44.186 | 46.875 |
Ratio Avg Win / Avg Loss | 2.0826 | 3.4419 | 0.9678 | 1.1958 | 2.756 | 0.463 |
Largest Winning Trade | 796058 | 796058 | 48423 | 5226479 | 5226479 | 603737 |
Largest Losing Trade | -70294 | -38053 | -70294 | -4630725 | -648211 | -4630725 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 6530 | 3177 | 3353 | 6530 | 3177 | 3353 |
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 | -59191 | -17010 | -581930 | -579229 | 337812 | -581930 |
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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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