Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368958.4134 | 1309739.2105 | 59219.2029 | 3728020.8285 | 4736962.9236 | -1008942.0951 |
Total P&L (%) | 1368.9584 | 1309.7392 | 59.2192 | 3728.0208 | 4736.9629 | -1008.9421 |
Avg Daily Profit (%) | 0.7542 | 0.7216 | 0.0326 | 0.201 | 0.2139 | 0 |
Buy And Hold Return (%) | 610.8055 | 610.8055 | 610.8055 | 610.8055 | 610.8055 | 610.8055 |
Max Trade Drawdown | -94272 | -76469 | -78976 | -8798519 | -6764644 | -5751855 |
Profit Factor | 2.3674 | 3.6879 | 1.1152 | 1.0853 | 1.2127 | 0.953 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Losing Trades | 168 | 89 | 79 | 168 | 89 | 79 |
Profitability (%) | 45.6311 | 42.2078 | 49.0323 | 45.6311 | 42.2078 | 49.0323 |
Ratio Avg Win / Avg Loss | 2.8207 | 5.0496 | 1.1593 | 1.2931 | 1.6604 | 0.9906 |
Largest Winning Trade | 758090 | 758090 | 74704 | 6506608 | 6506608 | 2889477 |
Largest Losing Trade | -31148 | -23210 | -31148 | -1807568 | -1807568 | -1242142 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
Bars Traded | 10726 | 4973 | 5753 | 10726 | 4973 | 5753 |
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 | 429112 | 382405 | -408967 | -119373 | 217408 | -580897 |
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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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