Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1626463.3648 | 1658185.3142 | -31721.9495 | 118375.7694 | 641570.7184 | -523194.949 |
Total P&L (%) | 1626.4634 | 1658.1853 | -31.7219 | 118.3758 | 641.5707 | -523.1949 |
Avg Daily Profit (%) | 0.7173 | 0.7313 | -0.014 | 0.0345 | 0.0884 | 0 |
Buy And Hold Return (%) | 186.1446 | 186.1446 | 186.1446 | 186.1446 | 186.1446 | 186.1446 |
Max Trade Drawdown | -152649 | -87330 | -211895 | -585043 | -353069 | -716997 |
Profit Factor | 2.3995 | 4.1149 | 0.9496 | 1.0303 | 1.3785 | 0.7635 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 136 | 70 | 66 | 136 | 70 | 66 |
Profitability (%) | 46.2451 | 44.8819 | 47.619 | 46.2451 | 44.8819 | 47.619 |
Ratio Avg Win / Avg Loss | 2.7892 | 5.0534 | 1.0446 | 1.1976 | 1.6929 | 0.8399 |
Largest Winning Trade | 1540002 | 1540002 | 43458 | 552609 | 552609 | 201011 |
Largest Losing Trade | -53221 | -24411 | -53221 | -221104 | -105632 | -221104 |
Avg Bars in Trades | 52 | 49 | 54 | 52 | 49 | 54 |
Avg Bars in Winners | 72 | 66 | 78 | 72 | 66 | 78 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 13195 | 6349 | 6846 | 13195 | 6349 | 6846 |
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 | 608173 | 630611 | -580256 | -499989 | -77768 | -581923 |
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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) |
---|