Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011394.5119 | 1026424.5683 | -15030.0564 | 645106.5198 | 2644178.0609 | -1999071.5411 |
Total P&L (%) | 1011.3945 | 1026.4246 | -15.0301 | 645.1065 | 2644.1781 | -1999.0715 |
Avg Daily Profit (%) | 0.5577 | 0.5659 | -0.0083 | 0.1108 | 0.1828 | 0 |
Buy And Hold Return (%) | 533.09 | 533.09 | 533.09 | 533.09 | 533.09 | 533.09 |
Max Trade Drawdown | -158768 | -83451 | -97149 | -4901188 | -3030274 | -2618677 |
Profit Factor | 1.9418 | 2.9826 | 0.973 | 1.0334 | 1.2731 | 0.7922 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Losing Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Profitability (%) | 46.732 | 46.4052 | 47.0588 | 46.732 | 46.4052 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.2134 | 3.4447 | 1.0946 | 1.178 | 1.4703 | 0.8913 |
Largest Winning Trade | 632694 | 632694 | 68165 | 3486571 | 3486571 | 935347 |
Largest Losing Trade | -23210 | -23210 | -21906 | -782443 | -782443 | -688393 |
Avg Bars in Trades | 35 | 30 | 39 | 35 | 30 | 39 |
Avg Bars in Winners | 49 | 38 | 60 | 49 | 38 | 60 |
Avg Bars in Losers | 22 | 23 | 20 | 22 | 23 | 20 |
Bars Traded | 10733 | 4690 | 6043 | 10733 | 4690 | 6043 |
Profit Streak | 0 | 9.7311 | 0 | 0 | 9.7311 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271362 | 339496 | -580008 | -328503 | 230251 | -581675 |
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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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