Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289512.2391 | 1327344.2915 | -37832.0525 | 439717.9536 | 914649.8423 | -474931.8887 |
Total P&L (%) | 1289.5122 | 1327.3443 | -37.8321 | 439.718 | 914.6498 | -474.9319 |
Avg Daily Profit (%) | 0.71 | 0.7308 | -0.0208 | 0.0929 | 0.1277 | 0 |
Buy And Hold Return (%) | 613.1244 | 613.1244 | 613.1244 | 613.1244 | 613.1244 | 613.1244 |
Max Trade Drawdown | -196039 | -117193 | -186393 | -605063 | -392138 | -577470 |
Profit Factor | 2.1652 | 3.5337 | 0.9351 | 1.0959 | 1.4339 | 0.8081 |
Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
Winning Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Losing Trades | 237 | 113 | 124 | 237 | 113 | 124 |
Profitability (%) | 35.0685 | 37.9121 | 32.2404 | 35.0685 | 37.9121 | 32.2404 |
Ratio Avg Win / Avg Loss | 4.0089 | 5.7871 | 1.9653 | 2.0292 | 2.3483 | 1.6985 |
Largest Winning Trade | 993735 | 993735 | 74928 | 557032 | 557032 | 287562 |
Largest Losing Trade | -24892 | -24892 | -22766 | -177477 | -100689 | -177477 |
Avg Bars in Trades | 29 | 24 | 34 | 29 | 24 | 34 |
Avg Bars in Winners | 63 | 47 | 81 | 63 | 47 | 81 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 10634 | 4399 | 6235 | 10634 | 4399 | 6235 |
Profit Streak | 0 | 11.4119 | 0 | 0 | 11.4119 | 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 | 240989 | 364067 | -584503 | -352264 | -36326 | -584503 |
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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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