Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067426.6368 | 1032521.462 | 34905.1748 | 1257966.8782 | 4022256.3727 | -2764289.4945 |
Total P&L (%) | 1067.4266 | 1032.5215 | 34.9052 | 1257.9669 | 4022.2564 | -2764.2895 |
Avg Daily Profit (%) | 0.571 | 0.5523 | 0.0187 | 0.1396 | 0.1991 | 0 |
Buy And Hold Return (%) | 431.895 | 431.895 | 431.895 | 431.895 | 431.895 | 431.895 |
Max Trade Drawdown | -120400 | -120387 | -111246 | -8869298 | -7026928 | -6039373 |
Profit Factor | 1.9341 | 2.8227 | 1.0606 | 1.0309 | 1.1961 | 0.8632 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 124 | 56 | 68 | 124 | 56 | 68 |
Losing Trades | 121 | 67 | 54 | 121 | 67 | 54 |
Profitability (%) | 50.6122 | 45.5285 | 55.7377 | 50.6122 | 45.5285 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.8873 | 3.3771 | 0.8422 | 1.006 | 1.4311 | 0.6855 |
Largest Winning Trade | 449430 | 449430 | 51102 | 6822742 | 6822742 | 2025364 |
Largest Losing Trade | -40086 | -28339 | -40086 | -3998044 | -1286901 | -3998044 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 28 | 21 | 34 | 28 | 21 | 34 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 5474 | 2379 | 3095 | 5474 | 2379 | 3095 |
Profit Streak | 0 | 0 | 15.7641 | 0 | 0 | 15.7641 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459917 | 376702 | -487872 | -194291 | 56781 | -579406 |
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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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