Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336642.9502 | 1294989.6992 | 41653.251 | 2718092.9697 | 5193744.3953 | -2475651.4257 |
Total P&L (%) | 1336.643 | 1294.9897 | 41.6533 | 2718.093 | 5193.7444 | -2475.6514 |
Avg Daily Profit (%) | 0.735 | 0.7121 | 0.0229 | 0.1837 | 0.2185 | 0 |
Buy And Hold Return (%) | 632.6288 | 632.6288 | 632.6288 | 632.6288 | 632.6288 | 632.6288 |
Max Trade Drawdown | -137294 | -86426 | -91428 | -14751210 | -8944079 | -8191760 |
Profit Factor | 2.3584 | 3.7391 | 1.0815 | 1.0541 | 1.2074 | 0.9018 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 166 | 88 | 78 | 166 | 88 | 78 |
Profitability (%) | 43.7288 | 40.1361 | 47.2973 | 43.7288 | 40.1361 | 47.2973 |
Ratio Avg Win / Avg Loss | 3.0348 | 5.577 | 1.2051 | 1.3564 | 1.8008 | 1.0048 |
Largest Winning Trade | 758090 | 758090 | 73399 | 11401800 | 11401800 | 2812254 |
Largest Losing Trade | -22851 | -19636 | -22851 | -1965528 | -1965528 | -1691443 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 51 | 45 | 56 | 51 | 45 | 56 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 10703 | 4930 | 5773 | 10703 | 4930 | 5773 |
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 | 362494 | 313491 | -460162 | -155980 | 173654 | -580324 |
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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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