Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1298920.6886 | 1256105.511 | 42815.1776 | 1122626.6467 | 2737048.8934 | -1614422.2467 |
Total P&L (%) | 1298.9207 | 1256.1055 | 42.8152 | 1122.6266 | 2737.0489 | -1614.4222 |
Avg Daily Profit (%) | 0.5196 | 0.5025 | 0.0171 | 0.1002 | 0.1339 | 0 |
Buy And Hold Return (%) | 245.8811 | 245.8811 | 245.8811 | 245.8811 | 245.8811 | 245.8811 |
Max Trade Drawdown | -103315 | -59297 | -65549 | -6666019 | -2996203 | -3946019 |
Profit Factor | 2.5454 | 3.7275 | 1.1127 | 1.0536 | 1.2657 | 0.8483 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 43.956 | 41.7582 | 46.1538 | 43.956 | 41.7582 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.2454 | 5.1989 | 1.2981 | 1.3433 | 1.7653 | 0.9897 |
Largest Winning Trade | 1036837 | 1036837 | 52125 | 4853395 | 4853395 | 2252441 |
Largest Losing Trade | -40406 | -33392 | -40406 | -3121817 | -1211332 | -3121817 |
Avg Bars in Trades | 80 | 117 | 43 | 80 | 117 | 43 |
Avg Bars in Winners | 118 | 191 | 52 | 118 | 191 | 52 |
Avg Bars in Losers | 50 | 64 | 35 | 50 | 64 | 35 |
Bars Traded | 14657 | 10710 | 3947 | 14657 | 10710 | 3947 |
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 | 470883 | 457475 | -434126 | -223479 | -16369 | -582584 |
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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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