Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000597.1608 | 944858.1086 | 55739.0522 | 1518477.9914 | 2774730.801 | -1256252.8097 |
Total P&L (%) | 1000.5972 | 944.8581 | 55.7391 | 1518.478 | 2774.7308 | -1256.2528 |
Avg Daily Profit (%) | 0.3999 | 0.3776 | 0.0223 | 0.1113 | 0.1343 | 0 |
Buy And Hold Return (%) | 268.8904 | 268.8904 | 268.8904 | 268.8904 | 268.8904 | 268.8904 |
Max Trade Drawdown | -146946 | -81515 | -110610 | -7645260 | -3408389 | -6164201 |
Profit Factor | 1.9261 | 2.8338 | 1.0986 | 1.0408 | 1.1518 | 0.9336 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 135 | 62 | 73 | 135 | 62 | 73 |
Losing Trades | 214 | 112 | 102 | 214 | 112 | 102 |
Profitability (%) | 38.6819 | 35.6322 | 41.7143 | 38.6819 | 35.6322 | 41.7143 |
Ratio Avg Win / Avg Loss | 3.0533 | 5.1191 | 1.5351 | 1.6499 | 2.0807 | 1.3045 |
Largest Winning Trade | 675260 | 675260 | 45717 | 4238286 | 4238286 | 1207734 |
Largest Losing Trade | -22560 | -22560 | -19684 | -1407710 | -1216430 | -1407710 |
Avg Bars in Trades | 42 | 45 | 38 | 42 | 45 | 38 |
Avg Bars in Winners | 65 | 75 | 57 | 65 | 75 | 57 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 14725 | 7966 | 6759 | 14725 | 7966 | 6759 |
Profit Streak | 0 | 50.0293 | 0 | 0 | 50.0293 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300857 | 310701 | -442669 | -221954 | -69427 | -581972 |
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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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