Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277734.7099 | 1291355.8123 | -13621.1024 | 791428.9157 | 2014379.3649 | -1222950.4492 |
Total P&L (%) | 1277.7347 | 1291.3558 | -13.6211 | 791.4289 | 2014.3794 | -1222.9504 |
Avg Daily Profit (%) | 0.6961 | 0.7035 | -0.0074 | 0.1193 | 0.1664 | 0 |
Buy And Hold Return (%) | 708.1343 | 708.1343 | 708.1343 | 708.1343 | 708.1343 | 708.1343 |
Max Trade Drawdown | -129956 | -89085 | -118346 | -991035 | -571067 | -1334199 |
Profit Factor | 2.176 | 3.2722 | 0.9737 | 1.1002 | 1.5277 | 0.7002 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Losing Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Profitability (%) | 53.0909 | 54.3478 | 51.8248 | 53.0909 | 54.3478 | 51.8248 |
Ratio Avg Win / Avg Loss | 1.9226 | 2.7486 | 0.9051 | 0.9721 | 1.2832 | 0.6509 |
Largest Winning Trade | 747667 | 747667 | 69130 | 983210 | 983210 | 350461 |
Largest Losing Trade | -43946 | -32486 | -43946 | -564394 | -230433 | -564394 |
Avg Bars in Trades | 25 | 28 | 23 | 25 | 28 | 23 |
Avg Bars in Winners | 31 | 34 | 28 | 31 | 34 | 28 |
Avg Bars in Losers | 19 | 21 | 18 | 19 | 21 | 18 |
Bars Traded | 7094 | 3882 | 3212 | 7094 | 3882 | 3212 |
Profit Streak | 0 | 0 | 21.2815 | 0 | 0 | 21.2815 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372305 | 402659 | -579903 | -272402 | 238654 | -579903 |
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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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