Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1812216.5645 | 1824669.4767 | -12452.9122 | 479935.3896 | 629954.0483 | -150018.6587 |
Total P&L (%) | 1812.2166 | 1824.6695 | -12.4529 | 479.9354 | 629.954 | -150.0187 |
Avg Daily Profit (%) | 0.9706 | 0.9772 | -0.0067 | 0.0942 | 0.1065 | 0 |
Buy And Hold Return (%) | 458.0371 | 458.0371 | 458.0371 | 458.0371 | 458.0371 | 458.0371 |
Max Trade Drawdown | -166777 | -122883 | -112477 | -1456408 | -1509430 | -975884 |
Profit Factor | 2.6267 | 4.1719 | 0.9769 | 1.0536 | 1.1343 | 0.9649 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Losing Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Profitability (%) | 45.8084 | 45.509 | 46.1078 | 45.8084 | 45.509 | 46.1078 |
Ratio Avg Win / Avg Loss | 3.1074 | 4.9953 | 1.1418 | 1.2464 | 1.3582 | 1.1278 |
Largest Winning Trade | 1430103 | 1430103 | 51501 | 1499260 | 1499260 | 371062 |
Largest Losing Trade | -31026 | -29400 | -31026 | -612393 | -390582 | -612393 |
Avg Bars in Trades | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Winners | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 11072 | 4929 | 6143 | 11072 | 4929 | 6143 |
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 | 582448 | 616368 | -580305 | -379634 | -173334 | -580305 |
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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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