Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1360732.8315 | 1320816.8987 | 39915.9328 | 2671156.3826 | 5240310.8499 | -2569154.4672 |
Total P&L (%) | 1360.7328 | 1320.8169 | 39.9159 | 2671.1564 | 5240.3109 | -2569.1545 |
Avg Daily Profit (%) | 0.7495 | 0.7275 | 0.022 | 0.1831 | 0.2193 | 0 |
Buy And Hold Return (%) | 577.433 | 577.433 | 577.433 | 577.433 | 577.433 | 577.433 |
Max Trade Drawdown | -127821 | -83118 | -83091 | -13293439 | -7951005 | -6598418 |
Profit Factor | 2.5029 | 3.932 | 1.0877 | 1.0592 | 1.2332 | 0.8866 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Profitability (%) | 41.6357 | 40.2985 | 42.963 | 41.6357 | 40.2985 | 42.963 |
Ratio Avg Win / Avg Loss | 3.5085 | 5.8252 | 1.4441 | 1.4848 | 1.827 | 1.177 |
Largest Winning Trade | 807572 | 807572 | 74119 | 10014117 | 10014117 | 2889663 |
Largest Losing Trade | -25271 | -19636 | -25271 | -1792917 | -1792917 | -1725878 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 57 | 47 | 66 | 57 | 47 | 66 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 10648 | 4860 | 5788 | 10648 | 4860 | 5788 |
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 | 401308 | 382092 | -456213 | -151019 | 180658 | -582044 |
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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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