Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900845.5609 | 940337.9281 | -39492.3673 | 385341.7517 | 2553360.6795 | -2168018.9277 |
Total P&L (%) | 900.8456 | 940.3379 | -39.4924 | 385.3418 | 2553.3607 | -2168.0189 |
Avg Daily Profit (%) | 0.4968 | 0.5186 | -0.0218 | 0.0872 | 0.181 | 0 |
Buy And Hold Return (%) | 493.5775 | 493.5775 | 493.5775 | 493.5775 | 493.5775 | 493.5775 |
Max Trade Drawdown | -169169 | -83252 | -115225 | -4074039 | -1819447 | -2498813 |
Profit Factor | 1.9075 | 2.924 | 0.9216 | 1.0308 | 1.4271 | 0.6677 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Losing Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Profitability (%) | 46.7742 | 49.1935 | 44.3548 | 46.7742 | 49.1935 | 44.3548 |
Ratio Avg Win / Avg Loss | 2.1706 | 3.0199 | 1.1562 | 1.173 | 1.4739 | 0.8377 |
Largest Winning Trade | 518393 | 518393 | 74308 | 3210114 | 3210114 | 441031 |
Largest Losing Trade | -29655 | -29655 | -25036 | -851108 | -454886 | -851108 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 39 | 31 | 49 | 39 | 31 | 49 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 7114 | 3197 | 3917 | 7114 | 3197 | 3917 |
Profit Streak | 0 | 11.7599 | 0 | 0 | 11.7599 | 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 | 232649 | 347407 | -581531 | -428681 | 300416 | -583198 |
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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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