Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083429.9986 | 1028167.7448 | 55262.2537 | 1774535.5651 | 4463601.3402 | -2689065.7751 |
Total P&L (%) | 1083.43 | 1028.1677 | 55.2623 | 1774.5356 | 4463.6013 | -2689.0658 |
Avg Daily Profit (%) | 0.598 | 0.5675 | 0.0305 | 0.1619 | 0.2111 | 0 |
Buy And Hold Return (%) | 501.4889 | 501.4889 | 501.4889 | 501.4889 | 501.4889 | 501.4889 |
Max Trade Drawdown | -157791 | -135934 | -73266 | -5721959 | -4081946 | -3307175 |
Profit Factor | 1.995 | 2.4106 | 1.1535 | 1.0617 | 1.2466 | 0.7479 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 160 | 84 | 76 | 160 | 84 | 76 |
Profitability (%) | 45.0172 | 42.069 | 47.9452 | 45.0172 | 42.069 | 47.9452 |
Ratio Avg Win / Avg Loss | 2.4367 | 3.3195 | 1.2524 | 1.2967 | 1.7166 | 0.812 |
Largest Winning Trade | 546730 | 546730 | 47932 | 2954061 | 2954061 | 785582 |
Largest Losing Trade | -35788 | -35788 | -23461 | -1146439 | -1146439 | -1094581 |
Avg Bars in Trades | 24 | 36 | 12 | 24 | 36 | 12 |
Avg Bars in Winners | 30 | 47 | 14 | 30 | 47 | 14 |
Avg Bars in Losers | 19 | 28 | 9 | 19 | 28 | 9 |
Bars Traded | 7112 | 5330 | 1783 | 7112 | 5330 | 1783 |
Profit Streak | 0 | 8.2575 | 0 | 0 | 8.2575 | 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 | 333819 | 238890 | -370261 | -147734 | 231101 | -581466 |
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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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