Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1509123.9202 | 1443525.502 | 65598.4182 | 2512298.9169 | 2664782.4161 | -152483.4992 |
Total P&L (%) | 1509.1239 | 1443.5255 | 65.5984 | 2512.2989 | 2664.7824 | -152.4835 |
Avg Daily Profit (%) | 0.8312 | 0.795 | 0.0361 | 0.1799 | 0.183 | 0 |
Buy And Hold Return (%) | 602.0201 | 602.0201 | 602.0201 | 602.0201 | 602.0201 | 602.0201 |
Max Trade Drawdown | -107830 | -88499 | -73721 | -3191533 | -2751327 | -2121434 |
Profit Factor | 2.4684 | 3.8714 | 1.1249 | 1.1062 | 1.2342 | 0.9876 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 45.6604 | 43.1818 | 48.1203 | 45.6604 | 43.1818 | 48.1203 |
Ratio Avg Win / Avg Loss | 2.9376 | 5.094 | 1.2128 | 1.3165 | 1.624 | 1.0647 |
Largest Winning Trade | 1100904 | 1100904 | 42717 | 1941071 | 1941071 | 999974 |
Largest Losing Trade | -34211 | -28262 | -34211 | -1162289 | -1162289 | -1111859 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 26 | 31 | 21 | 26 | 31 | 21 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 5348 | 3050 | 2297 | 5348 | 3050 | 2297 |
Profit Streak | 0 | 43.3384 | 0 | 0 | 43.3384 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515667 | 529124 | -394152 | -97944 | 204697 | -579766 |
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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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