Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1347111.4236 | 1303749.7031 | 43361.7204 | 2686842.5288 | 3740080.2815 | -1053237.7528 |
Total P&L (%) | 1347.1114 | 1303.7497 | 43.3617 | 2686.8425 | 3740.0803 | -1053.2378 |
Avg Daily Profit (%) | 0.7386 | 0.7148 | 0.0238 | 0.1826 | 0.2002 | 0 |
Buy And Hold Return (%) | 710.4505 | 710.4505 | 710.4505 | 710.4505 | 710.4505 | 710.4505 |
Max Trade Drawdown | -100316 | -80505 | -76361 | -8173924 | -5109642 | -4596654 |
Profit Factor | 2.333 | 3.6677 | 1.0831 | 1.0788 | 1.2237 | 0.9394 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Profitability (%) | 45.7237 | 42.1053 | 49.3421 | 45.7237 | 42.1053 | 49.3421 |
Ratio Avg Win / Avg Loss | 2.7694 | 5.0431 | 1.112 | 1.2806 | 1.6826 | 0.9645 |
Largest Winning Trade | 758090 | 758090 | 74347 | 5733464 | 5733464 | 2229627 |
Largest Losing Trade | -31148 | -23210 | -31148 | -1439782 | -1439782 | -1085470 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 48 | 41 | 55 | 48 | 41 | 55 |
Avg Bars in Losers | 23 | 26 | 20 | 23 | 26 | 20 |
Bars Traded | 10713 | 4956 | 5757 | 10713 | 4956 | 5757 |
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 | 339473 | 303792 | -456021 | -128456 | 172161 | -580792 |
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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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