Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173478.5 | 1184479.3785 | -11000.8785 | 743599.7264 | 2945335.2535 | -2201735.5271 |
Total P&L (%) | 1173.4785 | 1184.4794 | -11.0009 | 743.5997 | 2945.3353 | -2201.7355 |
Avg Daily Profit (%) | 0.6457 | 0.6518 | -0.0061 | 0.1174 | 0.1882 | 0 |
Buy And Hold Return (%) | 641.5422 | 641.5422 | 641.5422 | 641.5422 | 641.5422 | 641.5422 |
Max Trade Drawdown | -137874 | -90943 | -86312 | -4083326 | -2528962 | -2335607 |
Profit Factor | 2.2099 | 3.2575 | 0.9753 | 1.048 | 1.3633 | 0.7019 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Losing Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Profitability (%) | 49.0196 | 49.6063 | 48.4375 | 49.0196 | 49.6063 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.2983 | 3.3092 | 1.0382 | 1.0899 | 1.3849 | 0.7472 |
Largest Winning Trade | 770538 | 770538 | 71605 | 3585724 | 3585724 | 600407 |
Largest Losing Trade | -45777 | -45777 | -25583 | -852692 | -852692 | -556979 |
Avg Bars in Trades | 27 | 31 | 24 | 27 | 31 | 24 |
Avg Bars in Winners | 35 | 39 | 31 | 35 | 39 | 31 |
Avg Bars in Losers | 20 | 23 | 17 | 20 | 23 | 17 |
Bars Traded | 7074 | 3951 | 3123 | 7074 | 3951 | 3123 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333199 | 354325 | -579655 | -318623 | 228236 | -581322 |
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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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