Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1609812.1986 | 1704855.6402 | -95043.4416 | -73545.9329 | 3425304.9659 | -3498850.8988 |
Total P&L (%) | 1609.8122 | 1704.8556 | -95.0434 | -73.5459 | 3425.305 | -3498.8509 |
Avg Daily Profit (%) | 0.7099 | 0.7518 | -0.0419 | -0.0586 | 0.1572 | 0 |
Buy And Hold Return (%) | 178.0392 | 178.0392 | 178.0392 | 178.0392 | 178.0392 | 178.0392 |
Max Trade Drawdown | -283118 | -171818 | -220249 | -4199691 | -1715380 | -3659170 |
Profit Factor | 2.1308 | 3.3566 | 0.8643 | 0.9935 | 1.8182 | 0.5072 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Losing Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Profitability (%) | 45.4268 | 45.122 | 45.7317 | 45.4268 | 45.122 | 45.7317 |
Ratio Avg Win / Avg Loss | 2.5598 | 4.0823 | 1.0256 | 1.1935 | 2.2114 | 0.6019 |
Largest Winning Trade | 1661813 | 1661813 | 45589 | 3986271 | 3986271 | 848596 |
Largest Losing Trade | -79069 | -40169 | -79069 | -3174306 | -699489 | -3174306 |
Avg Bars in Trades | 40 | 38 | 43 | 40 | 38 | 43 |
Avg Bars in Winners | 56 | 52 | 59 | 56 | 52 | 59 |
Avg Bars in Losers | 27 | 26 | 29 | 27 | 26 | 29 |
Bars Traded | 13389 | 6302 | 7086 | 13389 | 6302 | 7086 |
Profit Streak | 0 | 0 | 19.1644 | 0 | 0 | 19.1644 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589864 | 632837 | -579908 | -579174 | 343015 | -581575 |
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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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