Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535517.2283 | 1532240.5665 | 3276.6618 | 686158.9286 | 1914785.1984 | -1228626.2698 |
Total P&L (%) | 1535.5172 | 1532.2406 | 3.2767 | 686.1589 | 1914.7852 | -1228.6263 |
Avg Daily Profit (%) | 0.8432 | 0.8414 | 0.0018 | 0.1133 | 0.1651 | 0 |
Buy And Hold Return (%) | 656.7595 | 656.7595 | 656.7595 | 656.7595 | 656.7595 | 656.7595 |
Max Trade Drawdown | -144555 | -154403 | -88267 | -5468019 | -4957337 | -2322549 |
Profit Factor | 2.2194 | 3.2122 | 1.0058 | 1.027 | 1.1318 | 0.8876 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 157 | 70 | 87 | 157 | 70 | 87 |
Losing Trades | 185 | 101 | 84 | 185 | 101 | 84 |
Profitability (%) | 45.9064 | 40.9357 | 50.8772 | 45.9064 | 40.9357 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.6152 | 4.6348 | 0.9711 | 1.2101 | 1.6331 | 0.857 |
Largest Winning Trade | 854102 | 854102 | 36481 | 2861706 | 2861706 | 644338 |
Largest Losing Trade | -35270 | -35270 | -29993 | -1460897 | -1460897 | -752926 |
Avg Bars in Trades | 15 | 23 | 8 | 15 | 23 | 8 |
Avg Bars in Winners | 20 | 35 | 7 | 20 | 35 | 7 |
Avg Bars in Losers | 11 | 15 | 8 | 11 | 15 | 8 |
Bars Traded | 5375 | 4004 | 1371 | 5375 | 4004 | 1371 |
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 | 477564 | 423566 | -571286 | -383573 | -72739 | -580046 |
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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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