Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361959.0359 | 1307743.3618 | 54215.6741 | 2368554.0128 | 2498874.932 | -130320.9192 |
Total P&L (%) | 1361.959 | 1307.7434 | 54.2157 | 2368.554 | 2498.8749 | -130.3209 |
Avg Daily Profit (%) | 0.619 | 0.5944 | 0.0246 | 0.1458 | 0.1482 | 0 |
Buy And Hold Return (%) | 515.5968 | 515.5968 | 515.5968 | 515.5968 | 515.5968 | 515.5968 |
Max Trade Drawdown | -117031 | -130697 | -60718 | -1902676 | -1992066 | -684080 |
Profit Factor | 2.7187 | 3.7077 | 1.1752 | 1.2332 | 1.4045 | 0.9672 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 86 | 34 | 52 | 86 | 34 | 52 |
Losing Trades | 169 | 93 | 76 | 169 | 93 | 76 |
Profitability (%) | 33.7255 | 26.7717 | 40.625 | 33.7255 | 26.7717 | 40.625 |
Ratio Avg Win / Avg Loss | 5.3426 | 10.1417 | 1.7176 | 2.4234 | 3.8416 | 1.4136 |
Largest Winning Trade | 767815 | 767815 | 47152 | 2468230 | 2468230 | 632708 |
Largest Losing Trade | -28582 | -21322 | -28582 | -437582 | -437582 | -305559 |
Avg Bars in Trades | 50 | 76 | 24 | 50 | 76 | 24 |
Avg Bars in Winners | 90 | 183 | 30 | 90 | 183 | 30 |
Avg Bars in Losers | 29 | 37 | 20 | 29 | 37 | 20 |
Bars Traded | 12835 | 9706 | 3129 | 12835 | 9706 | 3129 |
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 | 301743 | -7490 | -356014 | -3849 | -16684 | -582693 |
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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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