Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874528.0742 | 820548.3984 | 53979.6758 | 3032002.2563 | 4533476.4447 | -1501474.1884 |
Total P&L (%) | 874.5281 | 820.5484 | 53.9797 | 3032.0023 | 4533.4764 | -1501.4742 |
Avg Daily Profit (%) | 0.4809 | 0.4512 | 0.0297 | 0.1896 | 0.2111 | 0 |
Buy And Hold Return (%) | 767.6226 | 767.6226 | 767.6226 | 767.6226 | 767.6226 | 767.6226 |
Max Trade Drawdown | -101759 | -82443 | -75777 | -3365619 | -3539105 | -2885462 |
Profit Factor | 1.843 | 2.5188 | 1.1086 | 1.1062 | 1.3034 | 0.8897 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Losing Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Profitability (%) | 51.1628 | 51.1628 | 51.1628 | 51.1628 | 51.1628 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.7593 | 2.4043 | 1.0582 | 1.0559 | 1.2441 | 0.8493 |
Largest Winning Trade | 298314 | 298314 | 58847 | 2688162 | 2688162 | 1340840 |
Largest Losing Trade | -35421 | -35421 | -33259 | -1298752 | -1298752 | -1147909 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 5269 | 2855 | 2414 | 5269 | 2855 | 2414 |
Profit Streak | 0 | 12.4868 | 0 | 0 | 12.4868 | 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 | -106736 | -128508 | -419876 | -96283 | 300258 | -580561 |
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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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