Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161098.0978 | 1152127.7902 | 8970.3076 | 1355429.4527 | 1976755.543 | -621326.0904 |
Total P&L (%) | 1161.0981 | 1152.1278 | 8.9703 | 1355.4295 | 1976.7555 | -621.3261 |
Avg Daily Profit (%) | 0.6383 | 0.6334 | 0.0049 | 0.1473 | 0.1669 | 0 |
Buy And Hold Return (%) | 619.606 | 619.606 | 619.606 | 619.606 | 619.606 | 619.606 |
Max Trade Drawdown | -125238 | -65307 | -113085 | -1490343 | -1018608 | -997095 |
Profit Factor | 2.5595 | 4.2874 | 1.0228 | 1.2205 | 1.6748 | 0.8068 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Profitability (%) | 47.7124 | 48.6842 | 46.7532 | 47.7124 | 48.6842 | 46.7532 |
Ratio Avg Win / Avg Loss | 2.8049 | 4.5192 | 1.1648 | 1.3376 | 1.7653 | 0.9189 |
Largest Winning Trade | 528995 | 528995 | 73419 | 1900778 | 1900778 | 711371 |
Largest Losing Trade | -35681 | -27336 | -35681 | -521861 | -521861 | -308786 |
Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Winners | 63 | 58 | 69 | 63 | 58 | 69 |
Avg Bars in Losers | 30 | 33 | 28 | 30 | 33 | 28 |
Bars Traded | 7104 | 3447 | 3657 | 7104 | 3447 | 3657 |
Profit Streak | 0 | 17.6354 | 0 | 0 | 17.6354 | 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 | 318484 | -37714 | -590718 | -2082 | -40917 | -623998 |
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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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