Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198703.7209 | 1149780.8938 | 48922.8271 | 3195300.4405 | 3247080.0524 | -51779.6119 |
Total P&L (%) | 1198.7037 | 1149.7809 | 48.9228 | 3195.3004 | 3247.0801 | -51.7796 |
Avg Daily Profit (%) | 0.6594 | 0.6324 | 0.0269 | 0.1924 | 0.1933 | -0.0401 |
Buy And Hold Return (%) | 619.4193 | 619.4193 | 619.4193 | 619.4193 | 619.4193 | 619.4193 |
Max Trade Drawdown | -91185 | -61356 | -88276 | -4819711 | -2815013 | -2932370 |
Profit Factor | 2.3989 | 3.9705 | 1.1041 | 1.171 | 1.3723 | 0.9948 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Profitability (%) | 47.2574 | 47.4576 | 47.0588 | 47.2574 | 47.4576 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.6774 | 4.3959 | 1.2422 | 1.3069 | 1.5193 | 1.1192 |
Largest Winning Trade | 616344 | 616344 | 77487 | 3470762 | 3470762 | 1599089 |
Largest Losing Trade | -32683 | -29669 | -32683 | -908570 | -908570 | -680726 |
Avg Bars in Trades | 45 | 41 | 48 | 45 | 41 | 48 |
Avg Bars in Winners | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 10728 | 4947 | 5781 | 10728 | 4947 | 5781 |
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 | 337921 | 349097 | -430063 | -25491 | 259768 | -580493 |
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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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