Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1745575.2667 | 1647471.5148 | 98103.7518 | 6328111.6848 | 5621647.955 | 706463.7298 |
Total P&L (%) | 1745.5753 | 1647.4715 | 98.1038 | 6328.1117 | 5621.648 | 706.4637 |
Avg Daily Profit (%) | 0.9553 | 0.9016 | 0.0537 | 0.2281 | 0.2217 | 0.1143 |
Buy And Hold Return (%) | 651.8748 | 651.8748 | 651.8748 | 651.8748 | 651.8748 | 651.8748 |
Max Trade Drawdown | -157503 | -157783 | -63906 | -5390278 | -4557301 | -1438810 |
Profit Factor | 2.5187 | 3.3236 | 1.2228 | 1.2482 | 1.3427 | 1.0776 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 199 | 84 | 115 | 199 | 84 | 115 |
Losing Trades | 190 | 110 | 80 | 190 | 110 | 80 |
Profitability (%) | 51.1568 | 43.299 | 58.9744 | 51.1568 | 43.299 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.4048 | 4.3523 | 0.8506 | 1.1917 | 1.7584 | 0.7497 |
Largest Winning Trade | 1178663 | 1178663 | 25562 | 2176257 | 2176257 | 469692 |
Largest Losing Trade | -40971 | -40971 | -27624 | -2560688 | -2560688 | -649908 |
Avg Bars in Trades | 18 | 30 | 7 | 18 | 30 | 7 |
Avg Bars in Winners | 22 | 43 | 7 | 22 | 43 | 7 |
Avg Bars in Losers | 14 | 19 | 6 | 14 | 19 | 6 |
Bars Traded | 7239 | 5852 | 1388 | 7239 | 5852 | 1388 |
Profit Streak | 0 | 22.0162 | 0 | 0 | 22.0162 | 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 | 617966 | 521301 | -287146 | 378223 | 290982 | -314581 |
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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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