Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616737.1362 | 640379.7648 | -23642.6286 | 1938176.9563 | 225787.3916 | 1712389.5646 |
Total P&L (%) | 616.7371 | 640.3798 | -23.6426 | 1938.177 | 225.7874 | 1712.3896 |
Avg Daily Profit (%) | 0.3273 | 0.3398 | -0.0125 | 0.1601 | 0.0627 | 0.1539 |
Buy And Hold Return (%) | 259.7939 | 259.7939 | 259.7939 | 259.7939 | 259.7939 | 259.7939 |
Max Trade Drawdown | -295723 | -60429 | -424488 | -1697715 | -1504427 | -904820 |
Profit Factor | 1.385 | 2.1656 | 0.9775 | 1.1962 | 1.0461 | 1.3437 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 138 | 65 | 73 | 132 | 60 | 72 |
Losing Trades | 139 | 73 | 66 | 145 | 78 | 67 |
Profitability (%) | 49.8195 | 47.1014 | 52.518 | 47.6534 | 43.4783 | 51.7986 |
Ratio Avg Win / Avg Loss | 1.3951 | 2.4322 | 0.8838 | 1.314 | 1.3599 | 1.2504 |
Largest Winning Trade | 129374 | 129374 | 44648 | 1577355 | 1177933 | 1577355 |
Largest Losing Trade | -163849 | -25598 | -163849 | -565810 | -276556 | -565810 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 14 | 15 |
Avg Bars in Losers | 11 | 11 | 11 | 12 | 12 | 11 |
Bars Traded | 3736 | 1863 | 1873 | 3736 | 1863 | 1873 |
Profit Streak | 4.4588 | 0 | 9.4588 | 4.4588 | 0 | 9.4588 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 259122 | 306919 | -579693 | 142606 | -447272 | 313669 |
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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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