Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880680.8788 | 800597.1947 | 80083.6841 | 3849754.9659 | 8682439.9765 | -4832685.0106 |
Total P&L (%) | 880.6809 | 800.5972 | 80.0837 | 3849.755 | 8682.44 | -4832.685 |
Avg Daily Profit (%) | 0.3522 | 0.3202 | 0.032 | 0.1471 | 0.1792 | 0 |
Buy And Hold Return (%) | 730.8819 | 730.8819 | 730.8819 | 730.8819 | 730.8819 | 730.8819 |
Max Trade Drawdown | -113292 | -65476 | -122680 | -7738909 | -2318860 | -7812501 |
Profit Factor | 2.0309 | 3.0672 | 1.1715 | 1.1703 | 2.017 | 0.6563 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 136 | 63 | 73 | 136 | 63 | 73 |
Losing Trades | 120 | 65 | 55 | 120 | 65 | 55 |
Profitability (%) | 53.125 | 49.2188 | 57.0313 | 53.125 | 49.2188 | 57.0313 |
Ratio Avg Win / Avg Loss | 1.792 | 3.1646 | 0.8826 | 1.0327 | 2.081 | 0.4945 |
Largest Winning Trade | 338241 | 338241 | 60361 | 6233949 | 6233949 | 831390 |
Largest Losing Trade | -67567 | -18385 | -67567 | -5513624 | -1438573 | -5513624 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 47 | 51 | 44 | 47 | 51 | 44 |
Avg Bars in Losers | 27 | 19 | 37 | 27 | 19 | 37 |
Bars Traded | 9817 | 4522 | 5295 | 9817 | 4522 | 5295 |
Profit Streak | 0 | 0 | 42.3952 | 0 | 0 | 42.3952 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87070 | -121695 | -347321 | -28754 | 402272 | -578657 |
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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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