Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085866.4099 | 1172680.8202 | -86814.4102 | 88274.4402 | 2076597.6778 | -1988323.2376 |
Total P&L (%) | 1085.8664 | 1172.6808 | -86.8144 | 88.2744 | 2076.5977 | -1988.3232 |
Avg Daily Profit (%) | 0.5963 | 0.644 | -0.0477 | 0.0348 | 0.1693 | 0 |
Buy And Hold Return (%) | 617.8723 | 617.8723 | 617.8723 | 617.8723 | 617.8723 | 617.8723 |
Max Trade Drawdown | -159285 | -94875 | -122416 | -1824976 | -951284 | -2204394 |
Profit Factor | 1.976 | 3.161 | 0.8477 | 1.0103 | 1.5448 | 0.5818 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Losing Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Profitability (%) | 47.9675 | 49.5935 | 46.3415 | 47.9675 | 49.5935 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.1435 | 3.2128 | 0.9815 | 1.0959 | 1.5701 | 0.6737 |
Largest Winning Trade | 758859 | 758859 | 73021 | 1436915 | 1436915 | 422143 |
Largest Losing Trade | -43946 | -25463 | -43946 | -883086 | -307913 | -883086 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 36 | 29 | 44 | 36 | 29 | 44 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 7142 | 3330 | 3812 | 7142 | 3330 | 3812 |
Profit Streak | 0 | 19.6539 | 0 | 0 | 19.6539 | 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 | 268105 | 405390 | -582428 | -520665 | 310794 | -582428 |
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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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