Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270900.4895 | 1251359.3092 | 19541.1802 | 1579885.2567 | 2864069.3155 | -1284184.0588 |
Total P&L (%) | 1270.9005 | 1251.3593 | 19.5412 | 1579.8853 | 2864.0693 | -1284.1841 |
Avg Daily Profit (%) | 0.7013 | 0.6905 | 0.0108 | 0.1558 | 0.1872 | 0 |
Buy And Hold Return (%) | 520.9877 | 520.9877 | 520.9877 | 520.9877 | 520.9877 | 520.9877 |
Max Trade Drawdown | -94702 | -90300 | -80571 | -4157334 | -3286746 | -2303948 |
Profit Factor | 2.3144 | 3.6916 | 1.0389 | 1.0674 | 1.2473 | 0.8917 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 154 | 80 | 74 | 154 | 80 | 74 |
Profitability (%) | 43.7956 | 41.6058 | 45.9854 | 43.7956 | 41.6058 | 45.9854 |
Ratio Avg Win / Avg Loss | 2.9701 | 5.1813 | 1.2203 | 1.3699 | 1.7506 | 1.0473 |
Largest Winning Trade | 758090 | 758090 | 74610 | 3080537 | 3080537 | 1158475 |
Largest Losing Trade | -32683 | -22554 | -32683 | -922152 | -788194 | -922152 |
Avg Bars in Trades | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Winners | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 10696 | 4988 | 5708 | 10696 | 4988 | 5708 |
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 | 424433 | 410410 | -523670 | -142766 | 156383 | -580863 |
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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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