Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966272.101 | 962455.4627 | 3816.6383 | 920459.438 | 3651921.32 | -2731461.882 |
Total P&L (%) | 966.2721 | 962.4555 | 3.8166 | 920.4594 | 3651.9213 | -2731.4619 |
Avg Daily Profit (%) | 0.5319 | 0.5298 | 0.0021 | 0.1279 | 0.1997 | 0 |
Buy And Hold Return (%) | 588.5262 | 588.5262 | 588.5262 | 588.5262 | 588.5262 | 588.5262 |
Max Trade Drawdown | -150039 | -84931 | -104315 | -6617631 | -3406999 | -3646208 |
Profit Factor | 2.0161 | 3.004 | 1.0081 | 1.0442 | 1.3494 | 0.7371 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Losing Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Profitability (%) | 48.7903 | 50.8065 | 46.7742 | 48.7903 | 50.8065 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.1161 | 2.9086 | 1.1472 | 1.0959 | 1.3065 | 0.8388 |
Largest Winning Trade | 518393 | 518393 | 74308 | 5370080 | 5370080 | 961137 |
Largest Losing Trade | -29655 | -29655 | -23030 | -868067 | -863166 | -868067 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 7168 | 3215 | 3953 | 7168 | 3215 | 3953 |
Profit Streak | 0 | 15.3746 | 0 | 0 | 15.3746 | 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 | 235223 | 306107 | -568869 | -202443 | 328316 | -582257 |
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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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