Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205200.3509 | 1248637.7358 | -43437.385 | 324154.2894 | 1590922.4669 | -1266768.1775 |
Total P&L (%) | 1205.2004 | 1248.6377 | -43.4374 | 324.1543 | 1590.9225 | -1266.7682 |
Avg Daily Profit (%) | 0.6615 | 0.6853 | -0.0238 | 0.0793 | 0.1553 | 0 |
Buy And Hold Return (%) | 750.7819 | 750.7819 | 750.7819 | 750.7819 | 750.7819 | 750.7819 |
Max Trade Drawdown | -128338 | -94191 | -123335 | -968583 | -509644 | -1303769 |
Profit Factor | 2.095 | 3.2135 | 0.919 | 1.0528 | 1.554 | 0.6118 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Profitability (%) | 50.7634 | 50.3817 | 51.145 | 50.7634 | 50.3817 | 51.145 |
Ratio Avg Win / Avg Loss | 2.032 | 3.1648 | 0.8779 | 1.0212 | 1.5305 | 0.5844 |
Largest Winning Trade | 758859 | 758859 | 69130 | 921555 | 921555 | 210927 |
Largest Losing Trade | -43946 | -37063 | -43946 | -539572 | -164586 | -539572 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 33 | 36 | 29 | 33 | 36 | 29 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 7004 | 3804 | 3200 | 7004 | 3804 | 3200 |
Profit Streak | 0 | 20.6982 | 0 | 0 | 20.6982 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294923 | 373359 | -580558 | -413457 | 197499 | -580558 |
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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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