Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1464299.7124 | 1422104.2412 | 42195.4712 | 3039582.3149 | 9426093.4157 | -6386511.1008 |
Total P&L (%) | 1464.2997 | 1422.1042 | 42.1955 | 3039.5823 | 9426.0934 | -6386.5111 |
Avg Daily Profit (%) | 0.8053 | 0.7821 | 0.0232 | 0.1897 | 0.2509 | 0 |
Buy And Hold Return (%) | 805.0018 | 805.0018 | 805.0018 | 805.0018 | 805.0018 | 805.0018 |
Max Trade Drawdown | -149526 | -75443 | -98993 | -22747972 | -13184206 | -13012013 |
Profit Factor | 2.5181 | 4.3067 | 1.0789 | 1.05 | 1.3653 | 0.8177 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Profitability (%) | 48.1343 | 46.2687 | 50 | 48.1343 | 46.2687 | 50 |
Ratio Avg Win / Avg Loss | 2.7133 | 5.0014 | 1.0789 | 1.1314 | 1.5855 | 0.8177 |
Largest Winning Trade | 787584 | 787584 | 77685 | 13011975 | 13011975 | 5202282 |
Largest Losing Trade | -33480 | -21089 | -33480 | -6692276 | -2970081 | -6692276 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 27 | 23 | 31 | 27 | 23 | 31 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 5276 | 2462 | 2814 | 5276 | 2462 | 2814 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389855 | 377363 | -461250 | -159076 | 313012 | -580699 |
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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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