Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1351655.9684 | 1325409.0118 | 26246.9565 | 1986456.7533 | 3127928.9343 | -1141472.1809 |
Total P&L (%) | 1351.656 | 1325.409 | 26.247 | 1986.4568 | 3127.9289 | -1141.4722 |
Avg Daily Profit (%) | 0.7402 | 0.7259 | 0.0144 | 0.1665 | 0.1905 | 0 |
Buy And Hold Return (%) | 634.0369 | 634.0369 | 634.0369 | 634.0369 | 634.0369 | 634.0369 |
Max Trade Drawdown | -111677 | -66795 | -67682 | -5890893 | -3801974 | -3090030 |
Profit Factor | 2.5003 | 3.9439 | 1.0582 | 1.0825 | 1.2489 | 0.9008 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Profitability (%) | 41.6988 | 40.3101 | 43.0769 | 41.6988 | 40.3101 | 43.0769 |
Ratio Avg Win / Avg Loss | 3.4957 | 5.84 | 1.3984 | 1.5135 | 1.8494 | 1.1904 |
Largest Winning Trade | 807572 | 807572 | 72981 | 5800270 | 5800270 | 1726481 |
Largest Losing Trade | -33340 | -33340 | -32229 | -1051308 | -1051308 | -1007514 |
Avg Bars in Trades | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Winners | 63 | 53 | 72 | 63 | 53 | 72 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 10648 | 4816 | 5832 | 10648 | 4816 | 5832 |
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 | 343348 | 334314 | -498791 | -125773 | 124787 | -582012 |
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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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