Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1323703.5011 | 1297765.8206 | 25937.6805 | 1629014.7677 | 4649378.8754 | -3020364.1076 |
Total P&L (%) | 1323.7035 | 1297.7658 | 25.9377 | 1629.0148 | 4649.3789 | -3020.3641 |
Avg Daily Profit (%) | 0.727 | 0.7127 | 0.0142 | 0.1567 | 0.2122 | 0 |
Buy And Hold Return (%) | 655.9178 | 655.9178 | 655.9178 | 655.9178 | 655.9178 | 655.9178 |
Max Trade Drawdown | -141301 | -77615 | -84213 | -9940924 | -6025507 | -4400921 |
Profit Factor | 2.3364 | 3.6403 | 1.052 | 1.0481 | 1.2783 | 0.8243 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Losing Trades | 169 | 89 | 80 | 169 | 89 | 80 |
Profitability (%) | 42.9054 | 39.8649 | 45.9459 | 42.9054 | 39.8649 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.109 | 5.4914 | 1.2376 | 1.3947 | 1.9283 | 0.9698 |
Largest Winning Trade | 807572 | 807572 | 72981 | 8892627 | 8892627 | 1724131 |
Largest Losing Trade | -19721 | -19636 | -19721 | -1587969 | -1587969 | -1292267 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 50 | 41 | 57 | 50 | 41 | 57 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 10686 | 4857 | 5829 | 10686 | 4857 | 5829 |
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 | 324433 | 290963 | -504680 | -164870 | 183639 | -582516 |
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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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