Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339239.7822 | 1295744.855 | 43494.9272 | 2867738.1964 | 3932615.4576 | -1064877.2611 |
Total P&L (%) | 1339.2398 | 1295.7449 | 43.4949 | 2867.7382 | 3932.6155 | -1064.8773 |
Avg Daily Profit (%) | 0.7392 | 0.7152 | 0.024 | 0.1873 | 0.2043 | 0 |
Buy And Hold Return (%) | 496.3882 | 496.3882 | 496.3882 | 496.3882 | 496.3882 | 496.3882 |
Max Trade Drawdown | -97983 | -63248 | -61574 | -8378958 | -5298800 | -3968803 |
Profit Factor | 2.5584 | 4.0417 | 1.1004 | 1.0965 | 1.2569 | 0.9261 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Profitability (%) | 42.6877 | 41.2698 | 44.0945 | 42.6877 | 41.2698 | 44.0945 |
Ratio Avg Win / Avg Loss | 3.4349 | 5.7516 | 1.3951 | 1.4721 | 1.7887 | 1.1742 |
Largest Winning Trade | 807572 | 807572 | 72981 | 6273874 | 6273874 | 2282683 |
Largest Losing Trade | -33340 | -33340 | -24717 | -1872297 | -1872297 | -1220632 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 62 | 54 | 70 | 62 | 54 | 70 |
Avg Bars in Losers | 26 | 26 | 26 | 26 | 26 | 26 |
Bars Traded | 10620 | 4787 | 5833 | 10620 | 4787 | 5833 |
Profit Streak | 0 | 7.8786 | 0 | 0 | 7.8786 | 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 | 454475 | 489419 | -439210 | -108794 | 234910 | -581625 |
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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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