Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073706.767 | 1100311.9365 | -26605.1695 | -65730.526 | 288619.1249 | -354349.651 |
Total P&L (%) | 1073.7068 | 1100.3119 | -26.6052 | -65.7305 | 288.6191 | -354.3497 |
Avg Daily Profit (%) | 0.4498 | 0.4609 | -0.0111 | -0.0449 | 0.0569 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192113 | -144445 | -121781 | -1810944 | -1186028 | -637111 |
Profit Factor | 1.7803 | 2.6669 | 0.9628 | 0.9868 | 1.0967 | 0.8226 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Losing Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Profitability (%) | 45.6693 | 46.4567 | 44.8819 | 45.6693 | 46.4567 | 44.8819 |
Ratio Avg Win / Avg Loss | 2.1179 | 3.0737 | 1.1824 | 1.174 | 1.2639 | 1.0102 |
Largest Winning Trade | 944623 | 944623 | 66184 | 1079803 | 1079803 | 225250 |
Largest Losing Trade | -84272 | -62494 | -84272 | -1152743 | -1152743 | -583001 |
Avg Bars in Trades | 36 | 32 | 41 | 36 | 32 | 41 |
Avg Bars in Winners | 55 | 46 | 65 | 55 | 46 | 65 |
Avg Bars in Losers | 21 | 19 | 22 | 21 | 19 | 22 |
Bars Traded | 9332 | 4065 | 5267 | 9332 | 4065 | 5267 |
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 | 474964 | 495353 | -581318 | -579466 | -232767 | -581318 |
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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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