Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218217.3745 | 1292848.5481 | -74631.1736 | 36058.2486 | 480086.6721 | -444028.4235 |
Total P&L (%) | 1218.2174 | 1292.8485 | -74.6312 | 36.0582 | 480.0867 | -444.0284 |
Avg Daily Profit (%) | 0.6673 | 0.7082 | -0.0409 | 0.0169 | 0.0963 | 0 |
Buy And Hold Return (%) | 716.165 | 716.165 | 716.165 | 716.165 | 716.165 | 716.165 |
Max Trade Drawdown | -144648 | -108654 | -127936 | -504872 | -277615 | -491382 |
Profit Factor | 2.0432 | 3.1531 | 0.8685 | 1.0141 | 1.3646 | 0.6434 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Profitability (%) | 45.3782 | 46.2185 | 44.5378 | 45.3782 | 46.2185 | 44.5378 |
Ratio Avg Win / Avg Loss | 2.4594 | 3.6691 | 1.0815 | 1.2206 | 1.5879 | 0.8012 |
Largest Winning Trade | 1100904 | 1100904 | 50195 | 411189 | 411189 | 105898 |
Largest Losing Trade | -47220 | -47220 | -35791 | -168678 | -136008 | -168678 |
Avg Bars in Trades | 22 | 24 | 19 | 22 | 24 | 19 |
Avg Bars in Winners | 28 | 31 | 24 | 28 | 31 | 24 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 5330 | 2960 | 2370 | 5330 | 2960 | 2370 |
Profit Streak | 0 | 100.7416 | 0 | 0 | 100.7416 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 243316 | 369468 | -581195 | -541413 | -228497 | -582862 |
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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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