Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1345645.706 | 1316905.2752 | 28740.4308 | 2138784.5516 | 3449432.274 | -1310647.7224 |
Total P&L (%) | 1345.6457 | 1316.9053 | 28.7404 | 2138.7846 | 3449.4323 | -1310.6477 |
Avg Daily Profit (%) | 0.7405 | 0.7247 | 0.0158 | 0.1712 | 0.1966 | 0 |
Buy And Hold Return (%) | 641.2641 | 641.2641 | 641.2641 | 641.2641 | 641.2641 | 641.2641 |
Max Trade Drawdown | -98447 | -77286 | -63145 | -5967317 | -3948261 | -3111360 |
Profit Factor | 2.5038 | 3.9544 | 1.064 | 1.0842 | 1.2626 | 0.8932 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Profitability (%) | 42.9119 | 43.0769 | 42.7481 | 42.9119 | 43.0769 | 42.7481 |
Ratio Avg Win / Avg Loss | 3.331 | 5.2255 | 1.425 | 1.4424 | 1.6685 | 1.1963 |
Largest Winning Trade | 807572 | 807572 | 72981 | 6006395 | 6006395 | 1713135 |
Largest Losing Trade | -33340 | -33340 | -22851 | -1089302 | -1089302 | -833796 |
Avg Bars in Trades | 40 | 37 | 44 | 40 | 37 | 44 |
Avg Bars in Winners | 60 | 48 | 72 | 60 | 48 | 72 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 10648 | 4829 | 5819 | 10648 | 4829 | 5819 |
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 | 353027 | 364228 | -490649 | -124338 | 179759 | -582138 |
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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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