Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073739.0855 | 993630.1358 | 80108.9497 | 3011129.1398 | 3085877.9501 | -74748.8103 |
Total P&L (%) | 1073.7391 | 993.6301 | 80.109 | 3011.1291 | 3085.878 | -74.7488 |
Avg Daily Profit (%) | 0.4908 | 0.4542 | 0.0366 | 0.1573 | 0.1583 | -0.0629 |
Buy And Hold Return (%) | 712.9616 | 712.9616 | 712.9616 | 712.9616 | 712.9616 | 712.9616 |
Max Trade Drawdown | -129444 | -120169 | -118746 | -2013079 | -1370566 | -1182867 |
Profit Factor | 1.9101 | 2.5852 | 1.1449 | 1.3608 | 1.7056 | 0.9812 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 159 | 81 | 78 | 159 | 81 | 78 |
Losing Trades | 166 | 82 | 84 | 166 | 82 | 84 |
Profitability (%) | 48.9231 | 49.6933 | 48.1481 | 48.9231 | 49.6933 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.9942 | 2.6171 | 1.2329 | 1.4207 | 1.7267 | 1.0567 |
Largest Winning Trade | 497847 | 497847 | 57480 | 2210995 | 2210995 | 618680 |
Largest Losing Trade | -66830 | -23894 | -66830 | -928360 | -616017 | -928360 |
Avg Bars in Trades | 26 | 25 | 28 | 26 | 25 | 28 |
Avg Bars in Winners | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 8619 | 4076 | 4543 | 8619 | 4076 | 4543 |
Profit Streak | 0 | 0 | 33.0045 | 0 | 0 | 33.0045 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 198945 | -27707 | -370547 | 275854 | 339847 | -578719 |
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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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