Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097375.2754 | 1063461.5305 | 33913.745 | 1515802.2431 | 2498979.5011 | -983177.258 |
Total P&L (%) | 1097.3753 | 1063.4615 | 33.9137 | 1515.8022 | 2498.9795 | -983.1773 |
Avg Daily Profit (%) | 0.6056 | 0.5869 | 0.0187 | 0.1537 | 0.1799 | 0 |
Buy And Hold Return (%) | 455.3047 | 455.3047 | 455.3047 | 455.3047 | 455.3047 | 455.3047 |
Max Trade Drawdown | -85052 | -93180 | -85463 | -2306227 | -1891129 | -1718801 |
Profit Factor | 2.003 | 3.0352 | 1.0593 | 1.084 | 1.2941 | 0.8971 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 151 | 72 | 79 | 151 | 72 | 79 |
Losing Trades | 178 | 93 | 85 | 178 | 93 | 85 |
Profitability (%) | 45.8967 | 43.6364 | 48.1707 | 45.8967 | 43.6364 | 48.1707 |
Ratio Avg Win / Avg Loss | 2.3611 | 3.9205 | 1.1398 | 1.2778 | 1.6716 | 0.9652 |
Largest Winning Trade | 676406 | 676406 | 71345 | 1499427 | 1499427 | 866436 |
Largest Losing Trade | -53532 | -32393 | -53532 | -1194606 | -448944 | -1194606 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 10743 | 5074 | 5670 | 10743 | 5074 | 5670 |
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 | 406111 | 371733 | -489300 | -123215 | 210663 | -581185 |
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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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