Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1664701.7906 | 1595652.166 | 69049.6246 | 930548.012 | -360795.9178 | 1291343.9298 |
Total P&L (%) | 1664.7018 | 1595.6522 | 69.0496 | 930.548 | -360.7959 | 1291.3439 |
Avg Daily Profit (%) | 0.897 | 0.8598 | 0.0372 | 0.1258 | 0 | 0.142 |
Buy And Hold Return (%) | 88.2032 | 88.2032 | 88.2032 | 88.2032 | 88.2032 | 88.2032 |
Max Trade Drawdown | -184648 | -171830 | -34985 | -4889239 | -4542362 | -1042390 |
Profit Factor | 2.4833 | 2.8856 | 1.2502 | 1.0388 | 0.9814 | 1.2804 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 136 | 60 | 76 | 136 | 60 | 76 |
Losing Trades | 113 | 64 | 49 | 113 | 64 | 49 |
Profitability (%) | 54.6185 | 48.3871 | 60.8 | 54.6185 | 48.3871 | 60.8 |
Ratio Avg Win / Avg Loss | 2.0634 | 3.078 | 0.806 | 0.8632 | 1.0468 | 0.8255 |
Largest Winning Trade | 1293264 | 1293264 | 21478 | 2067989 | 2067989 | 332085 |
Largest Losing Trade | -54680 | -54680 | -21799 | -1846485 | -1846485 | -607423 |
Avg Bars in Trades | 88 | 159 | 17 | 88 | 159 | 17 |
Avg Bars in Winners | 91 | 185 | 16 | 91 | 185 | 16 |
Avg Bars in Losers | 85 | 134 | 20 | 85 | 134 | 20 |
Bars Traded | 21999 | 19783 | 2216 | 21999 | 19783 | 2216 |
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 | 715846 | 643496 | -309409 | -202270 | -579963 | -3352 |
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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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