Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378656.7375 | 1380365.5662 | -1708.8286 | 565907.2923 | 1198852.3625 | -632945.0702 |
Total P&L (%) | 1378.6567 | 1380.3656 | -1.7088 | 565.9073 | 1198.8524 | -632.9451 |
Avg Daily Profit (%) | 0.7596 | 0.7605 | -0.0009 | 0.1045 | 0.1414 | 0 |
Buy And Hold Return (%) | 626.3662 | 626.3662 | 626.3662 | 626.3662 | 626.3662 | 626.3662 |
Max Trade Drawdown | -131816 | -136479 | -65355 | -1739026 | -1417529 | -988596 |
Profit Factor | 2.3229 | 3.2326 | 0.996 | 1.0597 | 1.2161 | 0.8388 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 43.3884 | 41.3223 | 45.4545 | 43.3884 | 41.3223 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.0309 | 4.5903 | 1.1952 | 1.3827 | 1.7268 | 1.0066 |
Largest Winning Trade | 799155 | 799155 | 35045 | 1211579 | 1211579 | 231229 |
Largest Losing Trade | -27176 | -27176 | -23707 | -363615 | -363615 | -230753 |
Avg Bars in Trades | 87 | 133 | 41 | 87 | 133 | 41 |
Avg Bars in Winners | 116 | 196 | 44 | 116 | 196 | 44 |
Avg Bars in Losers | 64 | 88 | 39 | 64 | 88 | 39 |
Bars Traded | 21154 | 16122 | 5031 | 21154 | 16122 | 5031 |
Profit Streak | 0 | 75.574 | 0 | 0 | 75.574 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374056 | 375390 | -581111 | -374951 | -13724 | -581111 |
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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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