Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1317700.8487 | 1309529.2794 | 8171.5693 | 951218.8389 | 962952.003 | -11733.1641 |
Total P&L (%) | 1317.7008 | 1309.5293 | 8.1716 | 951.2188 | 962.952 | -11.7332 |
Avg Daily Profit (%) | 0.7244 | 0.7199 | 0.0045 | 0.1294 | 0.13 | -0.0069 |
Buy And Hold Return (%) | 621.2038 | 621.2038 | 621.2038 | 621.2038 | 621.2038 | 621.2038 |
Max Trade Drawdown | -131439 | -94660 | -75491 | -3166460 | -2307543 | -1689167 |
Profit Factor | 2.3555 | 3.6546 | 1.0171 | 1.067 | 1.1272 | 0.9982 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 184 | 97 | 87 | 184 | 97 | 87 |
Profitability (%) | 38.8704 | 35.3333 | 42.3841 | 38.8704 | 35.3333 | 42.3841 |
Ratio Avg Win / Avg Loss | 3.7045 | 6.6887 | 1.3826 | 1.678 | 2.063 | 1.357 |
Largest Winning Trade | 1033773 | 1033773 | 59598 | 1344714 | 1344714 | 698603 |
Largest Losing Trade | -20091 | -20091 | -18235 | -600745 | -600745 | -349910 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 38 | 46 | 30 | 38 | 46 | 30 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 6968 | 3935 | 3033 | 6968 | 3935 | 3033 |
Profit Streak | 0 | 71.2167 | 0 | 0 | 71.2167 | 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 | 304171 | 305423 | -556795 | -178022 | -113051 | -581559 |
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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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