Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475055.2842 | 1410416.4536 | 64638.8307 | 3629665.8708 | 4705838.7497 | -1076172.8788 |
Total P&L (%) | 1475.0553 | 1410.4165 | 64.6388 | 3629.6659 | 4705.8388 | -1076.1729 |
Avg Daily Profit (%) | 0.8082 | 0.7728 | 0.0354 | 0.1985 | 0.2124 | 0 |
Buy And Hold Return (%) | 659.8194 | 659.8194 | 659.8194 | 659.8194 | 659.8194 | 659.8194 |
Max Trade Drawdown | -121042 | -71045 | -95450 | -3862626 | -3113657 | -2714852 |
Profit Factor | 2.4161 | 3.8777 | 1.1172 | 1.1537 | 1.3914 | 0.9072 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 176 | 92 | 84 | 176 | 92 | 84 |
Profitability (%) | 35.7664 | 32.8467 | 38.6861 | 35.7664 | 32.8467 | 38.6861 |
Ratio Avg Win / Avg Loss | 4.339 | 7.9277 | 1.7707 | 2.0719 | 2.8447 | 1.4379 |
Largest Winning Trade | 889112 | 889112 | 74766 | 3942440 | 3942440 | 1421210 |
Largest Losing Trade | -26615 | -14695 | -26615 | -1401056 | -802368 | -1401056 |
Avg Bars in Trades | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Winners | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 5371 | 2339 | 3032 | 5371 | 2339 | 3032 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310804 | 264599 | -406171 | -47187 | 119286 | -583424 |
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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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