Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371229.1254 | 1441449.9709 | -70220.8455 | 42176.0981 | 1147383.3391 | -1105207.241 |
Total P&L (%) | 1371.2291 | 1441.45 | -70.2208 | 42.1761 | 1147.3833 | -1105.2072 |
Avg Daily Profit (%) | 0.7507 | 0.7892 | -0.0384 | 0.0193 | 0.1383 | 0 |
Buy And Hold Return (%) | 693.6863 | 693.6863 | 693.6863 | 693.6863 | 693.6863 | 693.6863 |
Max Trade Drawdown | -199230 | -125962 | -178806 | -1655187 | -940478 | -1175448 |
Profit Factor | 2.0757 | 3.385 | 0.8952 | 1.0064 | 1.3637 | 0.6789 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 42.5197 | 39.3701 | 45.6693 | 42.5197 | 39.3701 | 45.6693 |
Ratio Avg Win / Avg Loss | 2.8061 | 5.2129 | 1.065 | 1.3605 | 2.1001 | 0.8077 |
Largest Winning Trade | 1163884 | 1163884 | 56015 | 1606078 | 1606078 | 249876 |
Largest Losing Trade | -71300 | -34558 | -71300 | -560274 | -560274 | -302661 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 7179 | 3429 | 3750 | 7179 | 3429 | 3750 |
Profit Streak | 0 | 25.418 | 0 | 0 | 25.418 | 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 | 300419 | 347287 | -580734 | -547690 | -19180 | -582401 |
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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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