Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1295235.6908 | 1247239.5638 | 47996.127 | 2507481.869 | 3269921.4254 | -762439.5564 |
Total P&L (%) | 1295.2357 | 1247.2396 | 47.9961 | 2507.4819 | 3269.9214 | -762.4396 |
Avg Daily Profit (%) | 0.7107 | 0.6843 | 0.0263 | 0.1791 | 0.1932 | 0 |
Buy And Hold Return (%) | 758.223 | 758.223 | 758.223 | 758.223 | 758.223 | 758.223 |
Max Trade Drawdown | -118644 | -104024 | -56649 | -6405114 | -4678412 | -3166370 |
Profit Factor | 2.5661 | 4.0908 | 1.1133 | 1.1116 | 1.2941 | 0.9329 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 47.929 | 42.8571 | 52.9412 | 47.929 | 42.8571 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.7879 | 5.4544 | 0.9896 | 1.2076 | 1.7255 | 0.8292 |
Largest Winning Trade | 663970 | 663970 | 65381 | 4019183 | 4019183 | 1587575 |
Largest Losing Trade | -28986 | -22319 | -28986 | -1302044 | -1282478 | -1302044 |
Avg Bars in Trades | 127 | 132 | 121 | 127 | 132 | 121 |
Avg Bars in Winners | 168 | 193 | 149 | 168 | 193 | 149 |
Avg Bars in Losers | 88 | 87 | 90 | 88 | 87 | 90 |
Bars Traded | 21506 | 11164 | 10342 | 21506 | 11164 | 10342 |
Profit Streak | 0 | 21.1697 | 0 | 0 | 21.1697 | 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 | 307480 | 269783 | -420945 | -92710 | 166992 | -580723 |
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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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