Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711843.9276 | 676400.4954 | 35443.4322 | 1553948.6187 | 5572787.9601 | -4018839.3414 |
Total P&L (%) | 711.8439 | 676.4005 | 35.4434 | 1553.9486 | 5572.788 | -4018.8393 |
Avg Daily Profit (%) | 0.2847 | 0.2705 | 0.0142 | 0.1123 | 0.1616 | 0 |
Buy And Hold Return (%) | 755.5502 | 755.5502 | 755.5502 | 755.5502 | 755.5502 | 755.5502 |
Max Trade Drawdown | -146831 | -68528 | -107261 | -6036194 | -1513170 | -4961072 |
Profit Factor | 1.9379 | 2.7601 | 1.0946 | 1.1308 | 2.239 | 0.4556 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Profitability (%) | 47.4074 | 46.6667 | 48.1481 | 47.4074 | 46.6667 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.1499 | 3.1544 | 1.1788 | 1.2545 | 2.5588 | 0.4907 |
Largest Winning Trade | 304006 | 304006 | 36547 | 5453323 | 5453323 | 412450 |
Largest Losing Trade | -54959 | -25115 | -54959 | -3982977 | -819812 | -3982977 |
Avg Bars in Trades | 26 | 34 | 18 | 26 | 34 | 18 |
Avg Bars in Winners | 33 | 44 | 22 | 33 | 44 | 22 |
Avg Bars in Losers | 20 | 26 | 15 | 20 | 26 | 15 |
Bars Traded | 7255 | 4718 | 2537 | 7255 | 4718 | 2537 |
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 | -152653 | -153362 | -456790 | -125161 | 377234 | -581416 |
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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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