Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081178.2578 | 966164.4472 | 115013.8105 | 10519247.5214 | 10350383.0174 | 168864.5039 |
Total P&L (%) | 1081.1783 | 966.1644 | 115.0138 | 10519.2475 | 10350.383 | 168.8645 |
Avg Daily Profit (%) | 0.5961 | 0.5327 | 0.0634 | 0.2575 | 0.2567 | 0.0545 |
Buy And Hold Return (%) | 569.0666 | 569.0666 | 569.0666 | 569.0666 | 569.0666 | 569.0666 |
Max Trade Drawdown | -100636 | -75925 | -61069 | -14919385 | -11061034 | -7898508 |
Profit Factor | 2.1716 | 3.0762 | 1.2514 | 1.1491 | 1.3184 | 1.0044 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Profitability (%) | 46.2745 | 45.6693 | 46.875 | 46.2745 | 45.6693 | 46.875 |
Ratio Avg Win / Avg Loss | 2.5213 | 3.6597 | 1.4183 | 1.3342 | 1.5684 | 1.1384 |
Largest Winning Trade | 276634 | 276634 | 71071 | 8432764 | 8432764 | 5633546 |
Largest Losing Trade | -26917 | -26917 | -25095 | -3018924 | -2771995 | -3018924 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 7130 | 3353 | 3777 | 7130 | 3353 | 3777 |
Profit Streak | 0 | 8.2072 | 0 | 0 | 8.2072 | 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 | 293817 | 248564 | -275399 | -47788 | 319648 | -502652 |
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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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