Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220475.2457 | 1306307.0499 | -85831.8042 | 78738.1144 | 1417716.7442 | -1338978.6298 |
Total P&L (%) | 1220.4752 | 1306.3071 | -85.8318 | 78.7381 | 1417.7167 | -1338.9786 |
Avg Daily Profit (%) | 0.6718 | 0.7191 | -0.0472 | 0.032 | 0.1498 | 0 |
Buy And Hold Return (%) | 558.9835 | 558.9835 | 558.9835 | 558.9835 | 558.9835 | 558.9835 |
Max Trade Drawdown | -162390 | -92604 | -136423 | -1231439 | -700780 | -1456996 |
Profit Factor | 2.0751 | 3.2901 | 0.848 | 1.0126 | 1.4599 | 0.5752 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 149 | 73 | 76 | 149 | 73 | 76 |
Profitability (%) | 42.0233 | 42.9688 | 41.0853 | 42.0233 | 42.9688 | 41.0853 |
Ratio Avg Win / Avg Loss | 2.8628 | 4.3669 | 1.2161 | 1.3971 | 1.9377 | 0.8247 |
Largest Winning Trade | 989768 | 989768 | 79450 | 1184530 | 1184530 | 205997 |
Largest Losing Trade | -41911 | -41911 | -37257 | -387325 | -334450 | -387325 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 26 | 30 | 23 | 26 | 30 | 23 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 5312 | 2926 | 2386 | 5312 | 2926 | 2386 |
Profit Streak | 0 | 25.3485 | 0 | 0 | 25.3485 | 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 | 319302 | 449032 | -582512 | -524067 | 157592 | -584178 |
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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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