Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043015.7643 | 1054383.5734 | -11367.8092 | 728534.2206 | 2100507.3635 | -1371973.1428 |
Total P&L (%) | 1043.0158 | 1054.3836 | -11.3678 | 728.5342 | 2100.5074 | -1371.9731 |
Avg Daily Profit (%) | 0.5756 | 0.5819 | -0.0063 | 0.1168 | 0.1707 | 0 |
Buy And Hold Return (%) | 458.3146 | 458.3146 | 458.3146 | 458.3146 | 458.3146 | 458.3146 |
Max Trade Drawdown | -102457 | -75252 | -93264 | -2031960 | -1244317 | -1468107 |
Profit Factor | 2.0356 | 3.211 | 0.9786 | 1.0666 | 1.4083 | 0.7633 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 44.4444 | 42.8571 | 46.0432 | 44.4444 | 42.8571 | 46.0432 |
Ratio Avg Win / Avg Loss | 2.5445 | 4.2813 | 1.1468 | 1.3332 | 1.8777 | 0.8945 |
Largest Winning Trade | 632694 | 632694 | 72795 | 2029849 | 2029849 | 438901 |
Largest Losing Trade | -22536 | -19636 | -22536 | -344118 | -344118 | -316936 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 53 | 40 | 65 | 53 | 40 | 65 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 10663 | 4650 | 6013 | 10663 | 4650 | 6013 |
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 | 337155 | 345343 | -580835 | -194317 | 179266 | -582502 |
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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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