Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2258794.5381 | 2326571.9496 | -67777.4116 | 17465.7347 | 828560.4177 | -811094.683 |
Total P&L (%) | 2258.7945 | 2326.572 | -67.7774 | 17.4657 | 828.5604 | -811.0947 |
Avg Daily Profit (%) | 1.0217 | 1.0524 | -0.0307 | 0.0073 | 0.1009 | 0 |
Buy And Hold Return (%) | 313.229 | 313.229 | 313.229 | 313.229 | 313.229 | 313.229 |
Max Trade Drawdown | -149831 | -103707 | -161956 | -2017923 | -1114694 | -928690 |
Profit Factor | 3.1081 | 5.4647 | 0.8769 | 1.0037 | 1.338 | 0.6495 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 45.8015 | 47.3282 | 44.2748 | 45.8015 | 47.3282 | 44.2748 |
Ratio Avg Win / Avg Loss | 3.6779 | 6.0816 | 1.1036 | 1.1877 | 1.4891 | 0.8175 |
Largest Winning Trade | 2351528 | 2351528 | 52776 | 1929875 | 1929875 | 253772 |
Largest Losing Trade | -43085 | -43085 | -37192 | -546475 | -546475 | -414262 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 45 | 39 | 53 | 45 | 39 | 53 |
Avg Bars in Losers | 21 | 18 | 23 | 21 | 18 | 23 |
Bars Traded | 8524 | 3717 | 4807 | 8524 | 3717 | 4807 |
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 | 685259 | 739901 | -581544 | -565632 | -61998 | -583211 |
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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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