Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022803.9405 | 1027260.1373 | -4456.1968 | 223432.9252 | 2315268.5363 | -2091835.6111 |
Total P&L (%) | 1022.8039 | 1027.2601 | -4.4562 | 223.4329 | 2315.2685 | -2091.8356 |
Avg Daily Profit (%) | 0.4909 | 0.4931 | -0.0021 | 0.0564 | 0.153 | 0 |
Buy And Hold Return (%) | 67.366 | 67.366 | 67.366 | 67.366 | 67.366 | 67.366 |
Max Trade Drawdown | -150961 | -122554 | -141972 | -3706874 | -2804023 | -2826673 |
Profit Factor | 1.7972 | 2.836 | 0.9938 | 1.0127 | 1.3086 | 0.7925 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 125 | 59 | 66 | 125 | 59 | 66 |
Losing Trades | 247 | 127 | 120 | 247 | 127 | 120 |
Profitability (%) | 33.6022 | 31.7204 | 35.4839 | 33.6022 | 31.7204 | 35.4839 |
Ratio Avg Win / Avg Loss | 3.5513 | 6.1046 | 1.807 | 2.0011 | 2.8169 | 1.4409 |
Largest Winning Trade | 741074 | 741074 | 62942 | 2437602 | 2437602 | 881267 |
Largest Losing Trade | -40997 | -25674 | -40997 | -1059167 | -822597 | -1059167 |
Avg Bars in Trades | 65 | 56 | 74 | 65 | 56 | 74 |
Avg Bars in Winners | 138 | 127 | 148 | 138 | 127 | 148 |
Avg Bars in Losers | 28 | 23 | 34 | 28 | 23 | 34 |
Bars Traded | 24430 | 10502 | 13927 | 24430 | 10502 | 13927 |
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 | 342043 | 333575 | -583226 | -330361 | 78951 | -584338 |
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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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