Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1262650.9418 | 1306144.4399 | -43493.4981 | 194933.5076 | 1127072.0524 | -932138.5448 |
Total P&L (%) | 1262.6509 | 1306.1444 | -43.4935 | 194.9335 | 1127.0721 | -932.1385 |
Avg Daily Profit (%) | 0.6968 | 0.7208 | -0.024 | 0.0597 | 0.1385 | 0 |
Buy And Hold Return (%) | 473.0858 | 473.0858 | 473.0858 | 473.0858 | 473.0858 | 473.0858 |
Max Trade Drawdown | -160552 | -115298 | -146996 | -999204 | -575318 | -1043575 |
Profit Factor | 2.1501 | 3.4264 | 0.9223 | 1.0449 | 1.532 | 0.5806 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 45.5253 | 43.75 | 47.2868 | 45.5253 | 43.75 | 47.2868 |
Ratio Avg Win / Avg Loss | 2.5728 | 4.4053 | 1.0281 | 1.2503 | 1.9697 | 0.6472 |
Largest Winning Trade | 989768 | 989768 | 52387 | 974898 | 974898 | 114981 |
Largest Losing Trade | -45570 | -45570 | -42913 | -290329 | -290329 | -251656 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 24 | 29 | 19 | 24 | 29 | 19 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 5312 | 2942 | 2370 | 5312 | 2942 | 2370 |
Profit Streak | 0 | 20.9654 | 0 | 0 | 20.9654 | 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 | 462631 | 518624 | -580100 | -450224 | -10811 | -581767 |
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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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