Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208810.3618 | 1180028.4506 | 28781.9113 | 2031213.2255 | 3418358.0619 | -1387144.8364 |
Total P&L (%) | 1208.8104 | 1180.0285 | 28.7819 | 2031.2132 | 3418.3581 | -1387.1448 |
Avg Daily Profit (%) | 0.6639 | 0.6481 | 0.0158 | 0.1682 | 0.1957 | 0 |
Buy And Hold Return (%) | 721.8577 | 721.8577 | 721.8577 | 721.8577 | 721.8577 | 721.8577 |
Max Trade Drawdown | -112989 | -73514 | -91363 | -3100962 | -2100105 | -1628846 |
Profit Factor | 2.4039 | 3.8327 | 1.0648 | 1.1277 | 1.441 | 0.8299 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Losing Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Profitability (%) | 47.2441 | 48.0315 | 46.4567 | 47.2441 | 48.0315 | 46.4567 |
Ratio Avg Win / Avg Loss | 2.6843 | 4.1468 | 1.2272 | 1.2593 | 1.5591 | 0.9565 |
Largest Winning Trade | 632694 | 632694 | 73282 | 3080367 | 3080367 | 1243736 |
Largest Losing Trade | -31212 | -22751 | -31212 | -657724 | -657724 | -598569 |
Avg Bars in Trades | 41 | 36 | 45 | 41 | 36 | 45 |
Avg Bars in Winners | 60 | 50 | 70 | 60 | 50 | 70 |
Avg Bars in Losers | 24 | 24 | 24 | 24 | 24 | 24 |
Bars Traded | 10504 | 4685 | 5819 | 10504 | 4685 | 5819 |
Profit Streak | 0 | 16.847 | 0 | 0 | 16.847 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280115 | 344435 | -488401 | -75312 | 308695 | -582373 |
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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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