Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061897.8028 | 1083152.5116 | -21254.7088 | 294269.9387 | 2288933.8038 | -1994663.865 |
Total P&L (%) | 1061.8978 | 1083.1525 | -21.2547 | 294.2699 | 2288.9338 | -1994.6639 |
Avg Daily Profit (%) | 0.5853 | 0.597 | -0.0117 | 0.0756 | 0.1751 | 0 |
Buy And Hold Return (%) | 552.5479 | 552.5479 | 552.5479 | 552.5479 | 552.5479 | 552.5479 |
Max Trade Drawdown | -161817 | -105831 | -94159 | -2278832 | -1099447 | -2127177 |
Profit Factor | 1.954 | 2.7366 | 0.9566 | 1.0286 | 1.4386 | 0.6062 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 49.4118 | 48.0315 | 50.7813 | 49.4118 | 48.0315 | 50.7813 |
Ratio Avg Win / Avg Loss | 2.0005 | 2.9609 | 0.9271 | 1.0531 | 1.5565 | 0.5875 |
Largest Winning Trade | 669189 | 669189 | 55710 | 1787135 | 1787135 | 446052 |
Largest Losing Trade | -51036 | -51036 | -35193 | -684289 | -560214 | -684289 |
Avg Bars in Trades | 20 | 25 | 15 | 20 | 25 | 15 |
Avg Bars in Winners | 23 | 28 | 19 | 23 | 28 | 19 |
Avg Bars in Losers | 18 | 23 | 12 | 18 | 23 | 12 |
Bars Traded | 5334 | 3297 | 2037 | 5334 | 3297 | 2037 |
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 | 324550 | 316587 | -580613 | -445398 | 254371 | -580613 |
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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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