Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822167.3517 | 752034.1312 | 70133.2206 | 3414245.2214 | 4630646.2362 | -1216401.0147 |
Total P&L (%) | 822.1674 | 752.0341 | 70.1332 | 3414.2452 | 4630.6462 | -1216.401 |
Avg Daily Profit (%) | 0.3289 | 0.3008 | 0.0281 | 0.1425 | 0.1544 | 0 |
Buy And Hold Return (%) | 573.4689 | 573.4689 | 573.4689 | 573.4689 | 573.4689 | 573.4689 |
Max Trade Drawdown | -132322 | -76341 | -81540 | -2336723 | -856515 | -2661612 |
Profit Factor | 1.9345 | 3.0086 | 1.1388 | 1.316 | 2.0316 | 0.8074 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 141 | 67 | 74 | 141 | 67 | 74 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 51.6484 | 48.9051 | 54.4118 | 51.6484 | 48.9051 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.811 | 3.1433 | 0.9541 | 1.232 | 2.1226 | 0.6765 |
Largest Winning Trade | 339322 | 339322 | 49505 | 3483928 | 3483928 | 542498 |
Largest Losing Trade | -53158 | -23037 | -53158 | -1870761 | -392102 | -1870761 |
Avg Bars in Trades | 36 | 32 | 39 | 36 | 32 | 39 |
Avg Bars in Winners | 45 | 46 | 45 | 45 | 46 | 45 |
Avg Bars in Losers | 25 | 19 | 32 | 25 | 19 | 32 |
Bars Traded | 9844 | 4513 | 5331 | 9844 | 4513 | 5331 |
Profit Streak | 0 | 0 | 82.5121 | 0 | 0 | 82.5121 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16402 | -54875 | -389392 | -1293 | 392124 | -579437 |
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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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