Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353375.8369 | 1299580.0184 | 53795.8185 | 3200564.5637 | 3705109.8866 | -504545.3229 |
Total P&L (%) | 1353.3758 | 1299.58 | 53.7958 | 3200.5646 | 3705.1099 | -504.5453 |
Avg Daily Profit (%) | 0.7427 | 0.7131 | 0.0295 | 0.1921 | 0.1999 | 0 |
Buy And Hold Return (%) | 702.6364 | 702.6364 | 702.6364 | 702.6364 | 702.6364 | 702.6364 |
Max Trade Drawdown | -90707 | -73696 | -85218 | -6146235 | -4912695 | -4051216 |
Profit Factor | 2.3347 | 3.6201 | 1.1038 | 1.0945 | 1.2161 | 0.9698 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 142 | 65 | 77 | 142 | 65 | 77 |
Losing Trades | 169 | 90 | 79 | 169 | 90 | 79 |
Profitability (%) | 45.6592 | 41.9355 | 49.359 | 45.6592 | 41.9355 | 49.359 |
Ratio Avg Win / Avg Loss | 2.7786 | 5.0124 | 1.1325 | 1.3026 | 1.6839 | 0.995 |
Largest Winning Trade | 758090 | 758090 | 74610 | 4890938 | 4890938 | 1847038 |
Largest Losing Trade | -32683 | -23210 | -32683 | -1362507 | -1362507 | -932915 |
Avg Bars in Trades | 34 | 32 | 36 | 34 | 32 | 36 |
Avg Bars in Winners | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 10725 | 4984 | 5742 | 10725 | 4984 | 5742 |
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 | 348443 | 303671 | -425504 | -110418 | 168786 | -580765 |
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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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