Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329903.8944 | 1293258.5885 | 36645.3059 | 2552886.6617 | 3854043.4279 | -1301156.7662 |
Total P&L (%) | 1329.9039 | 1293.2586 | 36.6453 | 2552.8867 | 3854.0434 | -1301.1568 |
Avg Daily Profit (%) | 0.7329 | 0.7127 | 0.0202 | 0.1808 | 0.2029 | 0 |
Buy And Hold Return (%) | 590.6943 | 590.6943 | 590.6943 | 590.6943 | 590.6943 | 590.6943 |
Max Trade Drawdown | -97983 | -67667 | -64382 | -7800006 | -4913431 | -3819761 |
Profit Factor | 2.5227 | 4.0304 | 1.082 | 1.0912 | 1.272 | 0.9059 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Profitability (%) | 43.1373 | 41.7323 | 44.5313 | 43.1373 | 41.7323 | 44.5313 |
Ratio Avg Win / Avg Loss | 3.3253 | 5.6274 | 1.3478 | 1.4384 | 1.776 | 1.1284 |
Largest Winning Trade | 807572 | 807572 | 72981 | 5908822 | 5908822 | 2134771 |
Largest Losing Trade | -33340 | -33340 | -24717 | -1750977 | -1750977 | -1164188 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 61 | 53 | 69 | 61 | 53 | 69 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 10647 | 4803 | 5844 | 10647 | 4803 | 5844 |
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 | 390728 | 376013 | -464276 | -115616 | 192126 | -581452 |
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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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