Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1263864.6556 | 1279777.3971 | -15912.7416 | 372058.2886 | 1242435.6682 | -870377.3797 |
Total P&L (%) | 1263.8647 | 1279.7774 | -15.9127 | 372.0583 | 1242.4357 | -870.3774 |
Avg Daily Profit (%) | 0.6966 | 0.7054 | -0.0088 | 0.0856 | 0.1433 | 0 |
Buy And Hold Return (%) | 531.3957 | 531.3957 | 531.3957 | 531.3957 | 531.3957 | 531.3957 |
Max Trade Drawdown | -178277 | -176971 | -79646 | -2228534 | -1699424 | -1022708 |
Profit Factor | 1.8482 | 2.41 | 0.9727 | 1.0312 | 1.1677 | 0.8073 |
Total Trades | 533 | 266 | 267 | 533 | 266 | 267 |
Winning Trades | 229 | 100 | 129 | 229 | 100 | 129 |
Losing Trades | 304 | 166 | 138 | 304 | 166 | 138 |
Profitability (%) | 42.9644 | 37.594 | 48.3146 | 42.9644 | 37.594 | 48.3146 |
Ratio Avg Win / Avg Loss | 2.4535 | 4.0005 | 1.0405 | 1.3689 | 1.9384 | 0.8636 |
Largest Winning Trade | 803708 | 803708 | 24972 | 1372542 | 1372542 | 204337 |
Largest Losing Trade | -22098 | -19852 | -22098 | -472411 | -472411 | -339859 |
Avg Bars in Trades | 13 | 21 | 5 | 13 | 21 | 5 |
Avg Bars in Winners | 19 | 35 | 6 | 19 | 35 | 6 |
Avg Bars in Losers | 8 | 12 | 4 | 8 | 12 | 4 |
Bars Traded | 7165 | 5601 | 1564 | 7165 | 5601 | 1564 |
Profit Streak | 0 | 4.9292 | 0 | 0 | 4.9292 | 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 | 423005 | 349994 | -578647 | -430360 | -44016 | -580314 |
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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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