Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176902.8835 | 1087149.0272 | 89753.8563 | 3974741.1314 | 4946008.464 | -971267.3326 |
Total P&L (%) | 1176.9029 | 1087.149 | 89.7539 | 3974.7411 | 4946.0085 | -971.2673 |
Avg Daily Profit (%) | 0.5346 | 0.4938 | 0.0408 | 0.1685 | 0.1783 | 0 |
Buy And Hold Return (%) | 422.2991 | 422.2991 | 422.2991 | 422.2991 | 422.2991 | 422.2991 |
Max Trade Drawdown | -175904 | -154438 | -127138 | -3243974 | -2152519 | -2155584 |
Profit Factor | 1.8505 | 2.5148 | 1.1347 | 1.2201 | 1.5251 | 0.8876 |
Total Trades | 435 | 217 | 218 | 435 | 217 | 218 |
Winning Trades | 168 | 76 | 92 | 168 | 76 | 92 |
Losing Trades | 267 | 141 | 126 | 267 | 141 | 126 |
Profitability (%) | 38.6207 | 35.023 | 42.2018 | 38.6207 | 35.023 | 42.2018 |
Ratio Avg Win / Avg Loss | 2.941 | 4.6656 | 1.5541 | 1.9391 | 2.8295 | 1.2156 |
Largest Winning Trade | 524324 | 524324 | 35805 | 3470526 | 3470526 | 513306 |
Largest Losing Trade | -40410 | -28036 | -40410 | -675369 | -675369 | -493660 |
Avg Bars in Trades | 15 | 16 | 13 | 15 | 16 | 13 |
Avg Bars in Winners | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 6573 | 3582 | 2991 | 6573 | 3582 | 2991 |
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 | 332438 | 247917 | -377593 | 237660 | 196421 | -581280 |
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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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