Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303897.2537 | 1282865.0315 | 21032.2222 | 1894505.1333 | 5134305.8734 | -3239800.7401 |
Total P&L (%) | 1303.8973 | 1282.865 | 21.0322 | 1894.5051 | 5134.3059 | -3239.8007 |
Avg Daily Profit (%) | 0.7185 | 0.7069 | 0.0116 | 0.1651 | 0.2183 | 0 |
Buy And Hold Return (%) | 678.4479 | 678.4479 | 678.4479 | 678.4479 | 678.4479 | 678.4479 |
Max Trade Drawdown | -110868 | -90772 | -74379 | -6528007 | -4285325 | -4096486 |
Profit Factor | 2.2077 | 3.4896 | 1.0373 | 1.0552 | 1.3059 | 0.815 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 137 | 64 | 73 | 137 | 64 | 73 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 44.1935 | 41.2903 | 47.0968 | 44.1935 | 41.2903 | 47.0968 |
Ratio Avg Win / Avg Loss | 2.7878 | 4.9618 | 1.1651 | 1.3325 | 1.8569 | 0.9155 |
Largest Winning Trade | 742021 | 742021 | 73087 | 6454947 | 6454947 | 1662202 |
Largest Losing Trade | -23210 | -23210 | -21697 | -1226309 | -1226309 | -792518 |
Avg Bars in Trades | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Winners | 48 | 39 | 56 | 48 | 39 | 56 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 10596 | 4827 | 5769 | 10596 | 4827 | 5769 |
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 | 310448 | 298733 | -523539 | -155957 | 226623 | -581650 |
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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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