Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005413.2446 | 996377.5461 | 9035.6985 | 545753.136 | 1342909.2568 | -797156.1209 |
Total P&L (%) | 1005.4132 | 996.3775 | 9.0357 | 545.7531 | 1342.9093 | -797.1561 |
Avg Daily Profit (%) | 0.4023 | 0.3987 | 0.0036 | 0.0747 | 0.1069 | 0 |
Buy And Hold Return (%) | 444.5287 | 444.5287 | 444.5287 | 444.5287 | 444.5287 | 444.5287 |
Max Trade Drawdown | -133121 | -68187 | -104632 | -3583570 | -1756984 | -2541940 |
Profit Factor | 2.1698 | 3.6999 | 1.0184 | 1.0437 | 1.2798 | 0.8962 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 50.5792 | 49.2308 | 51.938 | 50.5792 | 49.2308 | 51.938 |
Ratio Avg Win / Avg Loss | 2.1201 | 3.8156 | 0.9424 | 1.0198 | 1.3198 | 0.8293 |
Largest Winning Trade | 516517 | 516517 | 55914 | 2078938 | 2078938 | 1256408 |
Largest Losing Trade | -60992 | -34011 | -60992 | -1447936 | -654855 | -1447936 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 72 | 63 | 81 | 72 | 63 | 81 |
Avg Bars in Losers | 40 | 46 | 34 | 40 | 46 | 34 |
Bars Traded | 14700 | 7145 | 7555 | 14700 | 7145 | 7555 |
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 | 366514 | 388428 | -555651 | -358752 | -53547 | -580738 |
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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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