Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196371.7564 | 1181558.9748 | 14812.7816 | 1542308.2544 | 2731521.6213 | -1189213.3669 |
Total P&L (%) | 1196.3718 | 1181.559 | 14.8128 | 1542.3083 | 2731.5216 | -1189.2134 |
Avg Daily Profit (%) | 0.6566 | 0.6485 | 0.0081 | 0.1537 | 0.1837 | 0 |
Buy And Hold Return (%) | 752.5116 | 752.5116 | 752.5116 | 752.5116 | 752.5116 | 752.5116 |
Max Trade Drawdown | -143915 | -68455 | -96330 | -2804006 | -1575405 | -1512996 |
Profit Factor | 2.4587 | 3.9811 | 1.035 | 1.1211 | 1.4485 | 0.8211 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 94 | 52 | 42 | 94 | 52 | 42 |
Losing Trades | 126 | 58 | 68 | 126 | 58 | 68 |
Profitability (%) | 42.7273 | 47.2727 | 38.1818 | 42.7273 | 47.2727 | 38.1818 |
Ratio Avg Win / Avg Loss | 3.2957 | 4.4405 | 1.6756 | 1.5027 | 1.6156 | 1.3295 |
Largest Winning Trade | 624946 | 624946 | 72730 | 3132714 | 3132714 | 1114482 |
Largest Losing Trade | -32355 | -32355 | -28764 | -535139 | -535139 | -444536 |
Avg Bars in Trades | 47 | 42 | 52 | 47 | 42 | 52 |
Avg Bars in Winners | 75 | 58 | 96 | 75 | 58 | 96 |
Avg Bars in Losers | 27 | 28 | 25 | 27 | 28 | 25 |
Bars Traded | 10504 | 4705 | 5799 | 10504 | 4705 | 5799 |
Profit Streak | 0 | 18.0924 | 0 | 0 | 18.0924 | 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 | 191730 | 320705 | -533571 | -86837 | 258970 | -583968 |
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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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