Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880256.7332 | 830187.0362 | 50069.697 | 1631233.8445 | 4918985.5898 | -3287751.7453 |
Total P&L (%) | 880.2567 | 830.187 | 50.0697 | 1631.2338 | 4918.9856 | -3287.7517 |
Avg Daily Profit (%) | 0.4857 | 0.4581 | 0.0276 | 0.1575 | 0.2163 | 0 |
Buy And Hold Return (%) | 495.4132 | 495.4132 | 495.4132 | 495.4132 | 495.4132 | 495.4132 |
Max Trade Drawdown | -133607 | -89140 | -115711 | -5285903 | -2899160 | -4192395 |
Profit Factor | 1.6796 | 2.3049 | 1.076 | 1.0568 | 1.3559 | 0.7796 |
Total Trades | 413 | 206 | 207 | 413 | 206 | 207 |
Winning Trades | 198 | 95 | 103 | 198 | 95 | 103 |
Losing Trades | 215 | 111 | 104 | 215 | 111 | 104 |
Profitability (%) | 47.9419 | 46.1165 | 49.7585 | 47.9419 | 46.1165 | 49.7585 |
Ratio Avg Win / Avg Loss | 1.8238 | 2.6931 | 1.0864 | 1.1475 | 1.5842 | 0.7872 |
Largest Winning Trade | 297905 | 297905 | 59975 | 4191137 | 4191137 | 723069 |
Largest Losing Trade | -61076 | -31191 | -61076 | -2845579 | -1219601 | -2845579 |
Avg Bars in Trades | 26 | 25 | 26 | 26 | 25 | 26 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 10784 | 5253 | 5531 | 10784 | 5253 | 5531 |
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 | 249165 | 175404 | -457995 | -151634 | 324145 | -580066 |
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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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