Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1341679.5815 | 1305748.3333 | 35931.2482 | 2189581.5761 | 3264580.1889 | -1074998.6128 |
Total P&L (%) | 1341.6796 | 1305.7483 | 35.9312 | 2189.5816 | 3264.5802 | -1074.9986 |
Avg Daily Profit (%) | 0.7373 | 0.7175 | 0.0197 | 0.1722 | 0.1934 | 0 |
Buy And Hold Return (%) | 575.7679 | 575.7679 | 575.7679 | 575.7679 | 575.7679 | 575.7679 |
Max Trade Drawdown | -110609 | -78472 | -76484 | -8545323 | -5308103 | -4312543 |
Profit Factor | 2.5283 | 4.0333 | 1.0803 | 1.0737 | 1.2179 | 0.927 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Profitability (%) | 41.7969 | 41.4063 | 42.1875 | 41.7969 | 41.4063 | 42.1875 |
Ratio Avg Win / Avg Loss | 3.5208 | 5.7075 | 1.4804 | 1.4951 | 1.7235 | 1.2704 |
Largest Winning Trade | 807572 | 807572 | 75120 | 5578614 | 5578614 | 2011260 |
Largest Losing Trade | -31148 | -23210 | -31148 | -1255082 | -1255082 | -1183103 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 59 | 48 | 70 | 59 | 48 | 70 |
Avg Bars in Losers | 28 | 31 | 26 | 28 | 31 | 26 |
Bars Traded | 10688 | 4941 | 5747 | 10688 | 4941 | 5747 |
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 | 392812 | 391937 | -467695 | -135917 | 152328 | -582364 |
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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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