Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051820.9828 | 1061858.1506 | -10037.1678 | -175378.2232 | 1348087.9399 | -1523466.1632 |
Total P&L (%) | 1051.821 | 1061.8582 | -10.0372 | -175.3782 | 1348.0879 | -1523.4662 |
Avg Daily Profit (%) | 0.5629 | 0.5682 | -0.0054 | 0 | 0.1431 | 0 |
Buy And Hold Return (%) | 455.4004 | 455.4004 | 455.4004 | 455.4004 | 455.4004 | 455.4004 |
Max Trade Drawdown | -196917 | -92708 | -254826 | -2932581 | -470175 | -3070641 |
Profit Factor | 1.7572 | 2.8658 | 0.9878 | 0.9625 | 2.3003 | 0.5816 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 143 | 67 | 76 | 128 | 69 | 59 |
Losing Trades | 127 | 68 | 59 | 142 | 66 | 76 |
Profitability (%) | 52.963 | 49.6296 | 56.2963 | 47.4074 | 51.1111 | 43.7037 |
Ratio Avg Win / Avg Loss | 1.5606 | 2.9086 | 0.7668 | 1.0678 | 2.2002 | 0.7492 |
Largest Winning Trade | 702408 | 702408 | 41540 | 581321 | 581321 | 455372 |
Largest Losing Trade | -105772 | -30327 | -105772 | -1990264 | -236004 | -1990264 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 21 | 22 | 19 | 21 | 21 | 20 |
Avg Bars in Losers | 18 | 18 | 18 | 19 | 19 | 18 |
Bars Traded | 5456 | 2825 | 2630 | 5456 | 2825 | 2630 |
Profit Streak | 0 | 0 | 0 | 17.4024 | 17.4024 | 24.069 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421940 | 428984 | -579880 | -577362 | 17474 | -582600 |
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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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