Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032604.0618 | 1007514.6985 | 25089.3634 | 1597750.8581 | 2530554.1321 | -932803.274 |
Total P&L (%) | 1032.6041 | 1007.5147 | 25.0894 | 1597.7509 | 2530.5541 | -932.8033 |
Avg Daily Profit (%) | 0.57 | 0.5562 | 0.0139 | 0.1565 | 0.1807 | 0 |
Buy And Hold Return (%) | 466.5893 | 466.5893 | 466.5893 | 466.5893 | 466.5893 | 466.5893 |
Max Trade Drawdown | -93589 | -88812 | -71378 | -2404917 | -1822301 | -1203399 |
Profit Factor | 2.3668 | 3.623 | 1.0676 | 1.1365 | 1.4148 | 0.8335 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 45.8537 | 44.1176 | 47.5728 | 45.8537 | 44.1176 | 47.5728 |
Ratio Avg Win / Avg Loss | 2.7948 | 4.5892 | 1.1765 | 1.3421 | 1.7921 | 0.9185 |
Largest Winning Trade | 490702 | 490702 | 73355 | 2567985 | 2567985 | 689515 |
Largest Losing Trade | -28335 | -28335 | -19916 | -593435 | -593435 | -399328 |
Avg Bars in Trades | 51 | 46 | 57 | 51 | 46 | 57 |
Avg Bars in Winners | 84 | 78 | 89 | 84 | 78 | 89 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 10639 | 4704 | 5935 | 10639 | 4704 | 5935 |
Profit Streak | 0 | 6.1907 | 0 | 0 | 6.1907 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349228 | 365939 | -487560 | -65947 | 246343 | -582001 |
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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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