Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1635412.5517 | 1629286.0958 | 6126.4559 | 713765.218 | 1053674.7664 | -339909.5484 |
Total P&L (%) | 1635.4126 | 1629.2861 | 6.1265 | 713.7652 | 1053.6748 | -339.9095 |
Avg Daily Profit (%) | 0.8965 | 0.8932 | 0.0034 | 0.115 | 0.1342 | 0 |
Buy And Hold Return (%) | 787.7945 | 787.7945 | 787.7945 | 787.7945 | 787.7945 | 787.7945 |
Max Trade Drawdown | -117284 | -142576 | -49623 | -1639502 | -1554790 | -587260 |
Profit Factor | 2.4068 | 3.114 | 1.0156 | 1.068 | 1.149 | 0.901 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 113 | 50 | 63 | 113 | 50 | 63 |
Losing Trades | 166 | 89 | 77 | 166 | 89 | 77 |
Profitability (%) | 40.5018 | 35.9712 | 45 | 40.5018 | 35.9712 | 45 |
Ratio Avg Win / Avg Loss | 3.5357 | 5.5429 | 1.2413 | 1.5688 | 2.0452 | 1.1012 |
Largest Winning Trade | 1136442 | 1136442 | 39570 | 1240310 | 1240310 | 281806 |
Largest Losing Trade | -31593 | -31593 | -20114 | -372438 | -372438 | -234894 |
Avg Bars in Trades | 76 | 119 | 33 | 76 | 119 | 33 |
Avg Bars in Winners | 119 | 214 | 44 | 119 | 214 | 44 |
Avg Bars in Losers | 47 | 66 | 25 | 47 | 66 | 25 |
Bars Traded | 21371 | 16665 | 4706 | 21371 | 16665 | 4706 |
Profit Streak | 0 | 50.6644 | 0 | 0 | 50.6644 | 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 | 331850 | 276668 | -559558 | -351746 | -134893 | -581238 |
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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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