Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469202.1429 | 1399734.7997 | 69467.3432 | 2682690.727 | 2942883.6115 | -260192.8845 |
Total P&L (%) | 1469.2021 | 1399.7348 | 69.4673 | 2682.6907 | 2942.8836 | -260.1929 |
Avg Daily Profit (%) | 0.8092 | 0.7709 | 0.0383 | 0.1834 | 0.1883 | 0 |
Buy And Hold Return (%) | 599.1846 | 599.1846 | 599.1846 | 599.1846 | 599.1846 | 599.1846 |
Max Trade Drawdown | -127138 | -86606 | -88034 | -5550110 | -4424359 | -2891255 |
Profit Factor | 2.4182 | 3.4726 | 1.1478 | 1.1 | 1.193 | 0.9775 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Profitability (%) | 48.7805 | 46.3415 | 51.2195 | 48.7805 | 46.3415 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.5391 | 4.021 | 1.0932 | 1.155 | 1.3813 | 0.931 |
Largest Winning Trade | 952090 | 952090 | 41317 | 4284539 | 4284539 | 637305 |
Largest Losing Trade | -44753 | -44753 | -30770 | -1544936 | -1544936 | -1278282 |
Avg Bars in Trades | 21 | 26 | 17 | 21 | 26 | 17 |
Avg Bars in Winners | 24 | 31 | 17 | 24 | 31 | 17 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 5354 | 3263 | 2091 | 5354 | 3263 | 2091 |
Profit Streak | 0 | 16.8464 | 0 | 0 | 16.8464 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539866 | 507972 | -365273 | -103365 | -2535 | -580569 |
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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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