Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1760722.6424 | 1761504.9591 | -782.3167 | 278766.2697 | -791833.83 | 1070600.0997 |
Total P&L (%) | 1760.7226 | 1761.505 | -0.7823 | 278.7663 | -791.8338 | 1070.6001 |
Avg Daily Profit (%) | 0.9831 | 0.9835 | -0.0004 | 0.0744 | 0 | 0.1375 |
Buy And Hold Return (%) | 361.4063 | 361.4063 | 361.4063 | 361.4063 | 361.4063 | 361.4063 |
Max Trade Drawdown | -205797 | -235293 | -116562 | -5165928 | -6075463 | -1084549 |
Profit Factor | 2.589 | 4.1194 | 0.9986 | 1.0192 | 0.9115 | 1.1925 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 48.7705 | 46.7213 | 50.8197 | 48.7705 | 46.7213 | 50.8197 |
Ratio Avg Win / Avg Loss | 2.7196 | 4.6976 | 0.9663 | 1.0706 | 1.0394 | 1.154 |
Largest Winning Trade | 1616369 | 1616369 | 56906 | 3146433 | 3146433 | 1293057 |
Largest Losing Trade | -65298 | -28058 | -65298 | -833804 | -833804 | -542933 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Losers | 19 | 20 | 18 | 19 | 20 | 18 |
Bars Traded | 7019 | 3341 | 3678 | 7019 | 3341 | 3678 |
Profit Streak | 0 | 0 | 19.0899 | 0 | 0 | 19.0899 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644074 | 640861 | -580342 | -457712 | -580338 | -20596 |
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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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