Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088968.5999 | 1153365.0868 | -64396.487 | -8090.1236 | 3898856.8403 | -3906946.964 |
Total P&L (%) | 1088.9686 | 1153.3651 | -64.3965 | -8.0901 | 3898.8568 | -3906.947 |
Avg Daily Profit (%) | 0.5227 | 0.5536 | -0.0309 | -0.004 | 0.1772 | 0 |
Buy And Hold Return (%) | 85.7143 | 85.7143 | 85.7143 | 85.7143 | 85.7143 | 85.7143 |
Max Trade Drawdown | -285963 | -191799 | -164645 | -7038622 | -3713543 | -4386820 |
Profit Factor | 1.8214 | 2.7812 | 0.905 | 0.9997 | 1.3212 | 0.7161 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Losing Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Profitability (%) | 40 | 39.4286 | 40.5714 | 40 | 39.4286 | 40.5714 |
Ratio Avg Win / Avg Loss | 2.7322 | 4.2726 | 1.3257 | 1.4995 | 2.0296 | 1.049 |
Largest Winning Trade | 960845 | 960845 | 65038 | 6458376 | 6458376 | 1644628 |
Largest Losing Trade | -34152 | -26644 | -34152 | -1036704 | -855725 | -1036704 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 118 | 106 | 129 | 118 | 106 | 129 |
Avg Bars in Losers | 37 | 36 | 38 | 37 | 36 | 38 |
Bars Traded | 24416 | 11195 | 13221 | 24416 | 11195 | 13221 |
Profit Streak | 0 | 0 | 15.9836 | 0 | 0 | 15.9836 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438934 | 454245 | -581838 | -581170 | 195015 | -581838 |
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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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