Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294226.9057 | 1275246.8971 | 18980.0086 | 1066295.7515 | 1879449.1613 | -813153.4098 |
Total P&L (%) | 1294.2269 | 1275.2469 | 18.98 | 1066.2958 | 1879.4492 | -813.1534 |
Avg Daily Profit (%) | 0.7127 | 0.7022 | 0.0105 | 0.1354 | 0.1645 | 0 |
Buy And Hold Return (%) | 617.0052 | 617.0052 | 617.0052 | 617.0052 | 617.0052 | 617.0052 |
Max Trade Drawdown | -154166 | -113129 | -82387 | -5766443 | -4359132 | -2979462 |
Profit Factor | 1.7612 | 2.3208 | 1.0258 | 1.0297 | 1.0907 | 0.9463 |
Total Trades | 526 | 263 | 263 | 526 | 263 | 263 |
Winning Trades | 228 | 115 | 113 | 228 | 115 | 113 |
Losing Trades | 298 | 148 | 150 | 298 | 148 | 150 |
Profitability (%) | 43.346 | 43.7262 | 42.9658 | 43.346 | 43.7262 | 42.9658 |
Ratio Avg Win / Avg Loss | 2.3019 | 2.9868 | 1.3617 | 1.3459 | 1.4037 | 1.2562 |
Largest Winning Trade | 949531 | 949531 | 45876 | 2435871 | 2435871 | 932853 |
Largest Losing Trade | -28488 | -22296 | -28488 | -1513311 | -1513311 | -1263001 |
Avg Bars in Trades | 10 | 13 | 7 | 10 | 13 | 7 |
Avg Bars in Winners | 13 | 16 | 9 | 13 | 16 | 9 |
Avg Bars in Losers | 8 | 10 | 5 | 8 | 10 | 5 |
Bars Traded | 5396 | 3505 | 1891 | 5396 | 3505 | 1891 |
Profit Streak | 0 | 3.9804 | 0 | 0 | 3.9804 | 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 | 358535 | 314156 | -538400 | -208007 | -117679 | -580748 |
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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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