Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555659.3983 | 1513267.4272 | 42391.971 | 1480502.793 | 4671327.1175 | -3190824.3245 |
Total P&L (%) | 1555.6594 | 1513.2674 | 42.392 | 1480.5028 | 4671.3271 | -3190.8243 |
Avg Daily Profit (%) | 0.8566 | 0.8333 | 0.0233 | 0.1521 | 0.2131 | 0 |
Buy And Hold Return (%) | 589.3666 | 589.3666 | 589.3666 | 589.3666 | 589.3666 | 589.3666 |
Max Trade Drawdown | -165426 | -97099 | -142034 | -8449702 | -4911526 | -5053453 |
Profit Factor | 2.524 | 3.8217 | 1.0875 | 1.0594 | 1.3748 | 0.744 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 45.3608 | 42.268 | 48.4536 | 45.3608 | 42.268 | 48.4536 |
Ratio Avg Win / Avg Loss | 3.0403 | 5.2198 | 1.1569 | 1.2761 | 1.8778 | 0.7915 |
Largest Winning Trade | 1028724 | 1028724 | 47746 | 5367205 | 5367205 | 1530964 |
Largest Losing Trade | -42924 | -42924 | -34641 | -2030562 | -1951597 | -2030562 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Losers | 13 | 11 | 15 | 13 | 11 | 15 |
Bars Traded | 3551 | 1706 | 1845 | 3551 | 1706 | 1845 |
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 | 507042 | 489808 | -452349 | -151623 | 243982 | -581396 |
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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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