Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1239561.2542 | 1189436.2219 | 50125.0323 | 2843181.1496 | 5828789.8947 | -2985608.7451 |
Total P&L (%) | 1239.5613 | 1189.4362 | 50.125 | 2843.1812 | 5828.7899 | -2985.6087 |
Avg Daily Profit (%) | 0.6836 | 0.6559 | 0.0276 | 0.1867 | 0.2254 | 0 |
Buy And Hold Return (%) | 545.7597 | 545.7597 | 545.7597 | 545.7597 | 545.7597 | 545.7597 |
Max Trade Drawdown | -86562 | -85524 | -60603 | -7505956 | -4989435 | -4308097 |
Profit Factor | 2.1239 | 3.2491 | 1.0873 | 1.07 | 1.2868 | 0.8527 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 163 | 73 | 90 | 163 | 73 | 90 |
Losing Trades | 176 | 96 | 80 | 176 | 96 | 80 |
Profitability (%) | 48.0826 | 43.1953 | 52.9412 | 48.0826 | 43.1953 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.2933 | 4.2728 | 0.9665 | 1.1554 | 1.6922 | 0.758 |
Largest Winning Trade | 632694 | 632694 | 74119 | 7363049 | 7363049 | 1794054 |
Largest Losing Trade | -23549 | -23210 | -23549 | -1386038 | -1386038 | -1266281 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 10726 | 4820 | 5906 | 10726 | 4820 | 5906 |
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 | 437640 | 374897 | -447151 | -135731 | 263879 | -580061 |
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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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