Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069594.1096 | 1164046.1337 | -94452.0241 | 60088.6467 | 1779197.533 | -1719108.8863 |
Total P&L (%) | 1069.5941 | 1164.0461 | -94.452 | 60.0886 | 1779.1975 | -1719.1089 |
Avg Daily Profit (%) | 0.5889 | 0.6409 | -0.052 | 0.0259 | 0.1616 | 0 |
Buy And Hold Return (%) | 591.1033 | 591.1033 | 591.1033 | 591.1033 | 591.1033 | 591.1033 |
Max Trade Drawdown | -173967 | -96979 | -121856 | -1439209 | -709772 | -1918638 |
Profit Factor | 1.9591 | 3.1703 | 0.8368 | 1.0084 | 1.5611 | 0.5713 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Profitability (%) | 47.1545 | 47.1545 | 47.1545 | 47.1545 | 47.1545 | 47.1545 |
Ratio Avg Win / Avg Loss | 2.1955 | 3.5529 | 0.9378 | 1.1301 | 1.7495 | 0.6402 |
Largest Winning Trade | 758859 | 758859 | 73968 | 1176936 | 1176936 | 305881 |
Largest Losing Trade | -43946 | -27336 | -43946 | -661672 | -266536 | -661672 |
Avg Bars in Trades | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Winners | 38 | 32 | 44 | 38 | 32 | 44 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 7142 | 3316 | 3826 | 7142 | 3316 | 3826 |
Profit Streak | 0 | 14.9273 | 0 | 0 | 14.9273 | 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 | 265763 | 388351 | -582112 | -534898 | 266919 | -582112 |
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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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