Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856259.4776 | 776654.1101 | 79605.3675 | 4595062.8353 | 9638481.5647 | -5043418.7294 |
Total P&L (%) | 856.2595 | 776.6541 | 79.6054 | 4595.0628 | 9638.4816 | -5043.4187 |
Avg Daily Profit (%) | 0.4722 | 0.4283 | 0.0439 | 0.2125 | 0.2528 | 0 |
Buy And Hold Return (%) | 531.0597 | 531.0597 | 531.0597 | 531.0597 | 531.0597 | 531.0597 |
Max Trade Drawdown | -129746 | -52272 | -110552 | -6134223 | -2440702 | -9052572 |
Profit Factor | 1.7663 | 2.7671 | 1.1174 | 1.1104 | 1.6346 | 0.8091 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Losing Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Profitability (%) | 42.1986 | 42.5532 | 41.844 | 42.1986 | 42.5532 | 41.844 |
Ratio Avg Win / Avg Loss | 2.4194 | 3.7356 | 1.553 | 1.521 | 2.2067 | 1.1245 |
Largest Winning Trade | 221258 | 221258 | 66703 | 2856340 | 2856340 | 1319683 |
Largest Losing Trade | -37624 | -17883 | -37624 | -1739694 | -1022320 | -1739694 |
Avg Bars in Trades | 38 | 21 | 54 | 38 | 21 | 54 |
Avg Bars in Winners | 61 | 32 | 90 | 61 | 32 | 90 |
Avg Bars in Losers | 21 | 13 | 28 | 21 | 13 | 28 |
Bars Traded | 10764 | 3037 | 7727 | 10764 | 3037 | 7727 |
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 | 96532 | -9430 | -393646 | -91344 | 316277 | -582463 |
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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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