Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1888249.9558 | 1916346.351 | -28096.3951 | 44798.1028 | 2028755.2259 | -1983957.1232 |
Total P&L (%) | 1888.25 | 1916.3464 | -28.0964 | 44.7981 | 2028.7552 | -1983.9571 |
Avg Daily Profit (%) | 1.0498 | 1.0654 | -0.0156 | 0.0206 | 0.1702 | 0 |
Buy And Hold Return (%) | 270.4405 | 270.4405 | 270.4405 | 270.4405 | 270.4405 | 270.4405 |
Max Trade Drawdown | -222244 | -210514 | -137930 | -3448259 | -2025570 | -2385187 |
Profit Factor | 2.6671 | 3.7681 | 0.9362 | 1.0054 | 1.4431 | 0.4691 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 146 | 76 | 70 | 146 | 76 | 70 |
Profitability (%) | 41.3655 | 39.2 | 43.5484 | 41.3655 | 39.2 | 43.5484 |
Ratio Avg Win / Avg Loss | 3.7805 | 5.8444 | 1.2136 | 1.4251 | 2.2382 | 0.608 |
Largest Winning Trade | 1321611 | 1321611 | 39834 | 3322235 | 3322235 | 313316 |
Largest Losing Trade | -63568 | -37988 | -63568 | -603846 | -523772 | -603846 |
Avg Bars in Trades | 28 | 34 | 21 | 28 | 34 | 21 |
Avg Bars in Winners | 35 | 48 | 24 | 35 | 48 | 24 |
Avg Bars in Losers | 22 | 26 | 18 | 22 | 26 | 18 |
Bars Traded | 6988 | 4362 | 2626 | 6988 | 4362 | 2626 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 600521 | 571158 | -581567 | -547521 | 195464 | -583234 |
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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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