Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2089594.7237 | 2251521.1619 | -161926.4383 | -87629.8032 | 310880.2045 | -398510.0077 |
Total P&L (%) | 2089.5947 | 2251.5212 | -161.9264 | -87.6298 | 310.8802 | -398.51 |
Avg Daily Profit (%) | 1.1656 | 1.256 | -0.0903 | -0.1165 | 0.0789 | 0 |
Buy And Hold Return (%) | 196.1005 | 196.1005 | 196.1005 | 196.1005 | 196.1005 | 196.1005 |
Max Trade Drawdown | -345447 | -295141 | -175762 | -2129701 | -1889448 | -572580 |
Profit Factor | 2.4305 | 4.0744 | 0.7777 | 0.9825 | 1.1113 | 0.8195 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
Losing Trades | 150 | 82 | 68 | 150 | 82 | 68 |
Profitability (%) | 41.8605 | 36.4341 | 47.2868 | 41.8605 | 36.4341 | 47.2868 |
Ratio Avg Win / Avg Loss | 3.3757 | 7.1086 | 0.8669 | 1.3645 | 1.9389 | 0.9135 |
Largest Winning Trade | 1629667 | 1629667 | 31916 | 985244 | 985244 | 228972 |
Largest Losing Trade | -54547 | -46261 | -54547 | -498448 | -498448 | -319818 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 24 | 29 | 21 | 24 | 29 | 21 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 5208 | 2695 | 2513 | 5208 | 2695 | 2513 |
Profit Streak | 0 | 0 | 22.0136 | 0 | 0 | 22.0136 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596758 | 556856 | -581218 | -580649 | -199466 | -581218 |
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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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