Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1249004.7507 | 1215637.0188 | 33367.732 | 2186769.3582 | 3160779.7615 | -974010.4033 |
Total P&L (%) | 1249.0048 | 1215.637 | 33.3677 | 2186.7694 | 3160.7798 | -974.0104 |
Avg Daily Profit (%) | 0.6889 | 0.6705 | 0.0184 | 0.1728 | 0.1924 | 0 |
Buy And Hold Return (%) | 499.0656 | 499.0656 | 499.0656 | 499.0656 | 499.0656 | 499.0656 |
Max Trade Drawdown | -126223 | -91041 | -74110 | -7777675 | -5238045 | -4100474 |
Profit Factor | 2.5256 | 4.2512 | 1.075 | 1.1067 | 1.3431 | 0.9136 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 39.6552 | 36.7816 | 42.5287 | 39.6552 | 36.7816 | 42.5287 |
Ratio Avg Win / Avg Loss | 3.8433 | 7.3067 | 1.4527 | 1.6842 | 2.3084 | 1.2346 |
Largest Winning Trade | 692433 | 692433 | 75598 | 3930150 | 3930150 | 1633749 |
Largest Losing Trade | -36015 | -21009 | -36015 | -1611541 | -1556108 | -1611541 |
Avg Bars in Trades | 123 | 115 | 131 | 123 | 115 | 131 |
Avg Bars in Winners | 206 | 189 | 220 | 206 | 189 | 220 |
Avg Bars in Losers | 68 | 71 | 65 | 68 | 71 | 65 |
Bars Traded | 21464 | 10005 | 11459 | 21464 | 10005 | 11459 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373196 | 354956 | -475275 | -99198 | 126879 | -582338 |
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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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