Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1702907.7386 | 1776616.8306 | -73709.092 | 36561.7497 | -46251.9011 | 82813.6508 |
Total P&L (%) | 1702.9077 | 1776.6168 | -73.7091 | 36.5618 | -46.2519 | 82.8137 |
Avg Daily Profit (%) | 0.9089 | 0.9483 | -0.0393 | 0.0166 | -0.0331 | 0.0322 |
Buy And Hold Return (%) | 245.2543 | 245.2543 | 245.2543 | 245.2543 | 245.2543 | 245.2543 |
Max Trade Drawdown | -234358 | -133669 | -155762 | -862547 | -1031362 | -394959 |
Profit Factor | 2.2737 | 3.6671 | 0.8901 | 1.0065 | 0.9836 | 1.0298 |
Total Trades | 567 | 283 | 284 | 567 | 283 | 284 |
Winning Trades | 193 | 81 | 112 | 193 | 81 | 112 |
Losing Trades | 374 | 202 | 172 | 374 | 202 | 172 |
Profitability (%) | 34.0388 | 28.6219 | 39.4366 | 34.0388 | 28.6219 | 39.4366 |
Ratio Avg Win / Avg Loss | 4.406 | 9.1451 | 1.367 | 1.9505 | 2.453 | 1.5815 |
Largest Winning Trade | 1208891 | 1208891 | 31796 | 769091 | 769091 | 235770 |
Largest Losing Trade | -31138 | -26718 | -31138 | -171980 | -148778 | -171980 |
Avg Bars in Trades | 39 | 54 | 24 | 39 | 54 | 24 |
Avg Bars in Winners | 70 | 123 | 32 | 70 | 123 | 32 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 22219 | 15350 | 6869 | 22219 | 15350 | 6869 |
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 | 515036 | 258670 | -582011 | -551888 | -590927 | -505182 |
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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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