Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1458313.7639 | 1371444.4668 | 86869.2971 | 3842001.3076 | 4943632.5318 | -1101631.2242 |
Total P&L (%) | 1458.3138 | 1371.4445 | 86.8693 | 3842.0013 | 4943.6325 | -1101.6312 |
Avg Daily Profit (%) | 0.8022 | 0.7544 | 0.0478 | 0.2023 | 0.2159 | 0 |
Buy And Hold Return (%) | 662.2096 | 662.2096 | 662.2096 | 662.2096 | 662.2096 | 662.2096 |
Max Trade Drawdown | -143867 | -100625 | -58285 | -16224358 | -11807758 | -6081661 |
Profit Factor | 2.7997 | 4.1293 | 1.2335 | 1.0737 | 1.1753 | 0.954 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 113 | 46 | 67 | 113 | 46 | 67 |
Losing Trades | 212 | 116 | 96 | 212 | 116 | 96 |
Profitability (%) | 34.7692 | 28.3951 | 41.1043 | 34.7692 | 28.3951 | 41.1043 |
Ratio Avg Win / Avg Loss | 5.2526 | 10.4131 | 1.7674 | 2.0143 | 2.9639 | 1.367 |
Largest Winning Trade | 646432 | 646432 | 46564 | 9820047 | 9820047 | 1942463 |
Largest Losing Trade | -19161 | -19161 | -16450 | -1942419 | -1913952 | -1942419 |
Avg Bars in Trades | 21 | 30 | 12 | 21 | 30 | 12 |
Avg Bars in Winners | 39 | 67 | 19 | 39 | 67 | 19 |
Avg Bars in Losers | 11 | 15 | 6 | 11 | 15 | 6 |
Bars Traded | 6951 | 4958 | 1993 | 6951 | 4958 | 1993 |
Profit Streak | 0 | 70.2362 | 0 | 0 | 70.2362 | 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 | 324883 | -483 | -296968 | -135078 | -32379 | -581994 |
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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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