Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1320023.8926 | 1218817.1312 | 101206.7614 | 7102573.8438 | 8154562.1443 | -1051988.3005 |
Total P&L (%) | 1320.0239 | 1218.8171 | 101.2068 | 7102.5738 | 8154.5621 | -1051.9883 |
Avg Daily Profit (%) | 0.6035 | 0.5572 | 0.0463 | 0.1957 | 0.202 | 0 |
Buy And Hold Return (%) | 510.163 | 510.163 | 510.163 | 510.163 | 510.163 | 510.163 |
Max Trade Drawdown | -103476 | -102100 | -68430 | -3549279 | -3139502 | -2690440 |
Profit Factor | 2.6982 | 4.1766 | 1.2571 | 1.3085 | 1.75 | 0.9134 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 192 | 102 | 90 | 192 | 102 | 90 |
Profitability (%) | 37.8641 | 34.1935 | 41.5584 | 37.8641 | 34.1935 | 41.5584 |
Ratio Avg Win / Avg Loss | 4.4279 | 8.038 | 1.7678 | 2.1473 | 3.3679 | 1.2845 |
Largest Winning Trade | 644299 | 644299 | 62336 | 5846158 | 5846158 | 1715979 |
Largest Losing Trade | -22790 | -14328 | -22790 | -926120 | -926120 | -834173 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 78 | 74 | 82 | 78 | 74 | 82 |
Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
Bars Traded | 12880 | 5687 | 7193 | 12880 | 5687 | 7193 |
Profit Streak | 0 | 0 | 10.159 | 0 | 0 | 10.159 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361895 | 291481 | -298329 | 221207 | 197356 | -581483 |
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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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