Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412373.713 | 1438332.1623 | -25958.4493 | 463941.2323 | 2015929.711 | -1551988.4787 |
Total P&L (%) | 1412.3737 | 1438.3322 | -25.9584 | 463.9412 | 2015.9297 | -1551.9885 |
Avg Daily Profit (%) | 0.7741 | 0.7883 | -0.0142 | 0.0949 | 0.1674 | 0 |
Buy And Hold Return (%) | 715.5958 | 715.5958 | 715.5958 | 715.5958 | 715.5958 | 715.5958 |
Max Trade Drawdown | -131441 | -129138 | -119834 | -1932938 | -1373572 | -1818144 |
Profit Factor | 2.0447 | 2.981 | 0.9585 | 1.0396 | 1.3331 | 0.7257 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 161 | 78 | 83 | 161 | 78 | 83 |
Losing Trades | 212 | 108 | 104 | 212 | 108 | 104 |
Profitability (%) | 43.1635 | 41.9355 | 44.385 | 43.1635 | 41.9355 | 44.385 |
Ratio Avg Win / Avg Loss | 2.6924 | 4.1275 | 1.201 | 1.3689 | 1.8458 | 0.9093 |
Largest Winning Trade | 971363 | 971363 | 64316 | 1503648 | 1503648 | 423718 |
Largest Losing Trade | -36639 | -33671 | -36639 | -792435 | -269260 | -792435 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 10701 | 5552 | 5149 | 10701 | 5552 | 5149 |
Profit Streak | 0 | 19.1846 | 0 | 0 | 19.1846 | 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 | 336103 | 362024 | -580593 | -409487 | 144067 | -582260 |
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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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