Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1657985.7018 | 1709675.3263 | -51689.6245 | 78018.3117 | 1748335.1072 | -1670316.7955 |
Total P&L (%) | 1657.9857 | 1709.6753 | -51.6896 | 78.0183 | 1748.3351 | -1670.3168 |
Avg Daily Profit (%) | 0.7958 | 0.8206 | -0.0248 | 0.0277 | 0.1401 | 0 |
Buy And Hold Return (%) | 288.2759 | 288.2759 | 288.2759 | 288.2759 | 288.2759 | 288.2759 |
Max Trade Drawdown | -218501 | -153614 | -96610 | -3935700 | -3077360 | -1710347 |
Profit Factor | 2.3803 | 3.2494 | 0.8828 | 1.0055 | 1.1958 | 0.682 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 225 | 116 | 109 | 225 | 116 | 109 |
Profitability (%) | 30.5556 | 28.3951 | 32.716 | 30.5556 | 28.3951 | 32.716 |
Ratio Avg Win / Avg Loss | 5.4097 | 8.1941 | 1.8156 | 2.2852 | 3.0155 | 1.4025 |
Largest Winning Trade | 1477429 | 1477429 | 54233 | 3852932 | 3852932 | 572575 |
Largest Losing Trade | -31905 | -31905 | -18936 | -939664 | -939664 | -618367 |
Avg Bars in Trades | 75 | 111 | 40 | 75 | 111 | 40 |
Avg Bars in Winners | 154 | 251 | 69 | 154 | 251 | 69 |
Avg Bars in Losers | 41 | 55 | 26 | 41 | 55 | 26 |
Bars Traded | 24603 | 18019 | 6584 | 24603 | 18019 | 6584 |
Profit Streak | 0 | 0 | 51.443 | 0 | 0 | 51.443 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394723 | 148468 | -583864 | -540900 | -24786 | -584975 |
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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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