Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225488.1891 | 1172038.3109 | 53449.8782 | 3143431.8668 | 2285240.0846 | 858191.7821 |
Total P&L (%) | 1225.4882 | 1172.0383 | 53.4499 | 3143.4319 | 2285.2401 | 858.1918 |
Avg Daily Profit (%) | 0.6711 | 0.6419 | 0.0293 | 0.1907 | 0.1739 | 0.1238 |
Buy And Hold Return (%) | 688.8714 | 688.8714 | 688.8714 | 688.8714 | 688.8714 | 688.8714 |
Max Trade Drawdown | -97121 | -56073 | -113521 | -2834396 | -1975179 | -1548199 |
Profit Factor | 2.2532 | 3.5424 | 1.1034 | 1.2108 | 1.2948 | 1.1199 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 48.374 | 43.9024 | 52.8455 | 48.374 | 43.9024 | 52.8455 |
Ratio Avg Win / Avg Loss | 2.4047 | 4.5264 | 0.9846 | 1.2922 | 1.6544 | 0.9993 |
Largest Winning Trade | 644394 | 644394 | 79707 | 1516600 | 1516600 | 862174 |
Largest Losing Trade | -39493 | -21089 | -39493 | -947971 | -947971 | -541238 |
Avg Bars in Trades | 21 | 23 | 19 | 21 | 23 | 19 |
Avg Bars in Winners | 27 | 31 | 23 | 27 | 31 | 23 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 5339 | 2901 | 2438 | 5339 | 2901 | 2438 |
Profit Streak | 0 | 27.2961 | 0 | 0 | 27.2961 | 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 | 321253 | 283702 | -427573 | 241493 | 157255 | -206491 |
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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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