Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1437655.5876 | 1440200.2578 | -2544.6701 | 1343393.524 | 1715832.8428 | -372439.3188 |
Total P&L (%) | 1437.6556 | 1440.2003 | -2.5447 | 1343.3935 | 1715.8328 | -372.4393 |
Avg Daily Profit (%) | 0.7876 | 0.789 | -0.0014 | 0.1464 | 0.159 | 0 |
Buy And Hold Return (%) | 805.7494 | 805.7494 | 805.7494 | 805.7494 | 805.7494 | 805.7494 |
Max Trade Drawdown | -127375 | -71592 | -122723 | -1118253 | -808778 | -693938 |
Profit Factor | 2.4071 | 4.0904 | 0.9954 | 1.213 | 1.5767 | 0.8883 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 42.3423 | 42.3423 | 42.3423 | 42.3423 | 42.3423 | 42.3423 |
Ratio Avg Win / Avg Loss | 3.2778 | 5.5699 | 1.3555 | 1.6517 | 2.147 | 1.2095 |
Largest Winning Trade | 997780 | 997780 | 76307 | 750906 | 750906 | 505507 |
Largest Losing Trade | -31423 | -31128 | -31423 | -245946 | -229441 | -245946 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Losers | 13 | 12 | 14 | 13 | 12 | 14 |
Bars Traded | 5297 | 2318 | 2979 | 5297 | 2318 | 2979 |
Profit Streak | 0 | 24.9352 | 0 | 0 | 24.9352 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280093 | 358551 | -582070 | -7226 | 94073 | -582070 |
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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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