Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092828.2705 | 1104976.55 | -12148.2795 | 939681.5191 | 2003957.4704 | -1064275.9513 |
Total P&L (%) | 1092.8283 | 1104.9766 | -12.1483 | 939.6815 | 2003.9575 | -1064.276 |
Avg Daily Profit (%) | 0.5993 | 0.606 | -0.0067 | 0.1285 | 0.1672 | 0 |
Buy And Hold Return (%) | 691.3669 | 691.3669 | 691.3669 | 691.3669 | 691.3669 | 691.3669 |
Max Trade Drawdown | -127559 | -77212 | -119713 | -1522671 | -1011105 | -1332016 |
Profit Factor | 2.0386 | 3.2752 | 0.9786 | 1.1054 | 1.4799 | 0.7756 |
Total Trades | 367 | 183 | 184 | 367 | 183 | 184 |
Winning Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Losing Trades | 196 | 97 | 99 | 196 | 97 | 99 |
Profitability (%) | 46.594 | 46.9945 | 46.1957 | 46.594 | 46.9945 | 46.1957 |
Ratio Avg Win / Avg Loss | 2.3366 | 3.6942 | 1.1397 | 1.267 | 1.6692 | 0.9033 |
Largest Winning Trade | 553675 | 553675 | 79546 | 1640023 | 1640023 | 404067 |
Largest Losing Trade | -40695 | -40695 | -37814 | -513304 | -348508 | -513304 |
Avg Bars in Trades | 57 | 54 | 61 | 57 | 54 | 61 |
Avg Bars in Winners | 84 | 71 | 98 | 84 | 71 | 98 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 21280 | 9952 | 11328 | 21280 | 9952 | 11328 |
Profit Streak | 14.5494 | 15.1328 | 14.5494 | 14.5494 | 15.1328 | 14.5494 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280330 | 306283 | -579108 | -177572 | 257634 | -580775 |
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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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