Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1379917.6022 | 1322142.0328 | 57775.5694 | 3395798.152 | 4034029.4795 | -638231.3275 |
Total P&L (%) | 1379.9176 | 1322.142 | 57.7756 | 3395.7982 | 4034.0295 | -638.2313 |
Avg Daily Profit (%) | 0.758 | 0.7263 | 0.0317 | 0.1954 | 0.2047 | 0 |
Buy And Hold Return (%) | 582.2323 | 582.2323 | 582.2323 | 582.2323 | 582.2323 | 582.2323 |
Max Trade Drawdown | -110613 | -78472 | -73662 | -13036876 | -8098283 | -6579579 |
Profit Factor | 2.6133 | 4.0845 | 1.1354 | 1.0801 | 1.1884 | 0.9696 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 104 | 50 | 54 | 104 | 50 | 54 |
Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Profitability (%) | 41.2698 | 39.6825 | 42.8571 | 41.2698 | 39.6825 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.7189 | 6.2085 | 1.5139 | 1.5371 | 1.8063 | 1.2928 |
Largest Winning Trade | 807572 | 807572 | 74689 | 7595148 | 7595148 | 3070849 |
Largest Losing Trade | -23210 | -23210 | -18209 | -1916295 | -1916295 | -1805253 |
Avg Bars in Trades | 42 | 39 | 45 | 42 | 39 | 45 |
Avg Bars in Winners | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Losers | 28 | 31 | 25 | 28 | 31 | 25 |
Bars Traded | 10688 | 4935 | 5753 | 10688 | 4935 | 5753 |
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 | 406515 | 372374 | -389747 | -126169 | -8401 | -582108 |
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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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