Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095294.569 | 1188685.7885 | -93391.2196 | 1750.3469 | 1556546.7706 | -1554796.4238 |
Total P&L (%) | 1095.2946 | 1188.6858 | -93.3912 | 1.7503 | 1556.5468 | -1554.7964 |
Avg Daily Profit (%) | 0.505 | 0.548 | -0.0431 | 0.0008 | 0.1295 | 0 |
Buy And Hold Return (%) | 411.9048 | 411.9048 | 411.9048 | 411.9048 | 411.9048 | 411.9048 |
Max Trade Drawdown | -235674 | -176172 | -198800 | -4066205 | -2811553 | -3172356 |
Profit Factor | 1.8978 | 2.6184 | 0.8076 | 1.0002 | 1.246 | 0.6921 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Profitability (%) | 45.283 | 44.3609 | 46.2121 | 45.283 | 44.3609 | 46.2121 |
Ratio Avg Win / Avg Loss | 2.2932 | 3.2841 | 0.94 | 1.2085 | 1.5628 | 0.8056 |
Largest Winning Trade | 960044 | 960044 | 55878 | 1751114 | 1751114 | 779248 |
Largest Losing Trade | -43290 | -43290 | -32980 | -849221 | -849221 | -565586 |
Avg Bars in Trades | 31 | 44 | 18 | 31 | 44 | 18 |
Avg Bars in Winners | 42 | 63 | 21 | 42 | 63 | 21 |
Avg Bars in Losers | 22 | 29 | 15 | 22 | 29 | 15 |
Bars Traded | 8413 | 5973 | 2440 | 8413 | 5973 | 2440 |
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 | 373868 | 374363 | -582177 | -578323 | -23653 | -582177 |
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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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