Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089930.3855 | 1081372.1246 | 8558.2609 | 150452.2171 | -1715537.5057 | 1865989.7228 |
Total P&L (%) | 1089.9304 | 1081.3721 | 8.5583 | 150.4522 | -1715.5375 | 1865.9897 |
Avg Daily Profit (%) | 0.5234 | 0.5193 | 0.0041 | 0.0441 | 0 | 0.1431 |
Buy And Hold Return (%) | 96.5021 | 96.5021 | 96.5021 | 96.5021 | 96.5021 | 96.5021 |
Max Trade Drawdown | -263905 | -242139 | -63855 | -9419756 | -10054429 | -1213968 |
Profit Factor | 1.9298 | 2.2052 | 1.0311 | 1.0068 | 0.9123 | 1.7035 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Profitability (%) | 53.4562 | 52.7778 | 54.1284 | 53.4562 | 52.7778 | 54.1284 |
Ratio Avg Win / Avg Loss | 1.6802 | 1.9731 | 0.8738 | 0.8766 | 0.8163 | 1.4437 |
Largest Winning Trade | 640945 | 640945 | 22970 | 2944850 | 2944850 | 603980 |
Largest Losing Trade | -71453 | -71453 | -23335 | -5226579 | -5226579 | -494754 |
Avg Bars in Trades | 114 | 210 | 18 | 114 | 210 | 18 |
Avg Bars in Winners | 86 | 157 | 17 | 86 | 157 | 17 |
Avg Bars in Losers | 146 | 269 | 20 | 146 | 269 | 20 |
Bars Traded | 24773 | 22709 | 2064 | 24773 | 22709 | 2064 |
Profit Streak | 10.709 | 0 | 68.709 | 10.709 | 0 | 68.709 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601111 | 542018 | -539954 | -356355 | -580684 | 60331 |
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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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