Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1301976.3698 | 1285465.4731 | 16510.8967 | 1559820.5876 | 4428464.8602 | -2868644.2726 |
Total P&L (%) | 1301.9764 | 1285.4655 | 16.5109 | 1559.8206 | 4428.4649 | -2868.6443 |
Avg Daily Profit (%) | 0.7162 | 0.7071 | 0.0091 | 0.1547 | 0.21 | 0 |
Buy And Hold Return (%) | 694.3501 | 694.3501 | 694.3501 | 694.3501 | 694.3501 | 694.3501 |
Max Trade Drawdown | -121191 | -92650 | -81555 | -6265093 | -4042089 | -4045091 |
Profit Factor | 2.186 | 3.4684 | 1.0286 | 1.0505 | 1.2893 | 0.8161 |
Total Trades | 315 | 157 | 158 | 315 | 157 | 158 |
Winning Trades | 142 | 65 | 77 | 142 | 65 | 77 |
Losing Trades | 173 | 92 | 81 | 173 | 92 | 81 |
Profitability (%) | 45.0794 | 41.4013 | 48.7342 | 45.0794 | 41.4013 | 48.7342 |
Ratio Avg Win / Avg Loss | 2.6632 | 4.9091 | 1.082 | 1.2798 | 1.8249 | 0.8585 |
Largest Winning Trade | 758090 | 758090 | 73298 | 5979312 | 5979312 | 1503075 |
Largest Losing Trade | -24134 | -23210 | -24134 | -1204773 | -1204773 | -785096 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 47 | 38 | 55 | 47 | 38 | 55 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 10649 | 4844 | 5805 | 10649 | 4844 | 5805 |
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 | 310363 | 289774 | -535745 | -162865 | 207399 | -580997 |
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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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