Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194803.999 | 1202552.5742 | -7748.5752 | 550557.2769 | 3446660.2069 | -2896102.93 |
Total P&L (%) | 1194.804 | 1202.5526 | -7.7486 | 550.5573 | 3446.6602 | -2896.1029 |
Avg Daily Profit (%) | 0.6559 | 0.6601 | -0.0043 | 0.1028 | 0.1961 | 0 |
Buy And Hold Return (%) | 680.28 | 680.28 | 680.28 | 680.28 | 680.28 | 680.28 |
Max Trade Drawdown | -144666 | -101531 | -99821 | -3177335 | -2250191 | -3263604 |
Profit Factor | 2.0819 | 3.0147 | 0.9847 | 1.0301 | 1.3754 | 0.6814 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 145 | 69 | 76 | 145 | 69 | 76 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 52.3466 | 50 | 54.6763 | 52.3466 | 50 | 54.6763 |
Ratio Avg Win / Avg Loss | 1.8953 | 3.0147 | 0.8163 | 0.9378 | 1.3754 | 0.5649 |
Largest Winning Trade | 778189 | 778189 | 65055 | 2785434 | 2785434 | 660293 |
Largest Losing Trade | -37649 | -37649 | -24332 | -1284105 | -1284105 | -606848 |
Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Winners | 30 | 35 | 26 | 30 | 35 | 26 |
Avg Bars in Losers | 20 | 24 | 15 | 20 | 24 | 15 |
Bars Traded | 7110 | 4109 | 3001 | 7110 | 4109 | 3001 |
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 | 338755 | 337706 | -580079 | -408056 | 264567 | -580079 |
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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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