Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2720282.0382 | 2667756.6241 | 52525.4141 | 1131323.3878 | 1540609.3471 | -409285.9594 |
Total P&L (%) | 2720.282 | 2667.7566 | 52.5254 | 1131.3234 | 1540.6093 | -409.286 |
Avg Daily Profit (%) | 1.4732 | 1.4448 | 0.0284 | 0.1361 | 0.1516 | 0 |
Buy And Hold Return (%) | 156.0325 | 156.0325 | 156.0325 | 156.0325 | 156.0325 | 156.0325 |
Max Trade Drawdown | -220614 | -115886 | -132055 | -2291217 | -1423903 | -1539364 |
Profit Factor | 4.5428 | 8.1493 | 1.1331 | 1.173 | 1.4635 | 0.8727 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 157 | 83 | 74 | 157 | 83 | 74 |
Profitability (%) | 35.3909 | 31.9672 | 38.843 | 35.3909 | 31.9672 | 38.843 |
Ratio Avg Win / Avg Loss | 8.2933 | 17.3434 | 1.784 | 2.1415 | 3.1147 | 1.374 |
Largest Winning Trade | 2586471 | 2586471 | 67698 | 2171773 | 2171773 | 547535 |
Largest Losing Trade | -49625 | -27798 | -49625 | -811785 | -629808 | -811785 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 71 | 62 | 79 | 71 | 62 | 79 |
Avg Bars in Losers | 5 | 6 | 4 | 5 | 6 | 4 |
Bars Traded | 7111 | 2997 | 4114 | 7111 | 2997 | 4114 |
Profit Streak | 0 | 0 | 70.3304 | 0 | 0 | 70.3304 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614808 | 550396 | -397282 | -44175 | 102721 | -582714 |
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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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