Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1361602.6744 | 1309802.0798 | 51800.5946 | 2789734.1688 | 5159020.3298 | -2369286.161 |
Total P&L (%) | 1361.6027 | 1309.8021 | 51.8006 | 2789.7342 | 5159.0203 | -2369.2862 |
Avg Daily Profit (%) | 0.7487 | 0.7202 | 0.0285 | 0.1851 | 0.2181 | 0 |
Buy And Hold Return (%) | 579.267 | 579.267 | 579.267 | 579.267 | 579.267 | 579.267 |
Max Trade Drawdown | -123469 | -82645 | -79709 | -12722844 | -7633855 | -6377537 |
Profit Factor | 2.551 | 3.9521 | 1.1193 | 1.0614 | 1.2267 | 0.8955 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Profitability (%) | 42.2481 | 39.5349 | 44.9612 | 42.2481 | 39.5349 | 44.9612 |
Ratio Avg Win / Avg Loss | 3.4871 | 6.0444 | 1.3702 | 1.4509 | 1.8761 | 1.0962 |
Largest Winning Trade | 807572 | 807572 | 74119 | 10151686 | 10151686 | 2811920 |
Largest Losing Trade | -23210 | -23210 | -20148 | -1759022 | -1759022 | -1619218 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 60 | 50 | 68 | 60 | 50 | 68 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 10688 | 4912 | 5776 | 10688 | 4912 | 5776 |
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 | 409470 | 362907 | -412079 | -148235 | 167683 | -581282 |
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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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