Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1679702.7432 | 1724201.7804 | -44499.0372 | 145529.7609 | 1230105.0678 | -1084575.3069 |
Total P&L (%) | 1679.7027 | 1724.2018 | -44.499 | 145.5298 | 1230.1051 | -1084.5753 |
Avg Daily Profit (%) | 0.8063 | 0.8277 | -0.0214 | 0.0431 | 0.1243 | 0 |
Buy And Hold Return (%) | 614.5576 | 614.5576 | 614.5576 | 614.5576 | 614.5576 | 614.5576 |
Max Trade Drawdown | -197227 | -183754 | -93419 | -7100226 | -6080953 | -1694080 |
Profit Factor | 2.5109 | 3.368 | 0.884 | 1.0068 | 1.0871 | 0.8525 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 163 | 83 | 80 | 163 | 83 | 80 |
Profitability (%) | 37.5479 | 36.1538 | 38.9313 | 37.5479 | 36.1538 | 38.9313 |
Ratio Avg Win / Avg Loss | 4.1763 | 5.9477 | 1.3867 | 1.6745 | 1.9198 | 1.3372 |
Largest Winning Trade | 1401730 | 1401730 | 17759 | 6836162 | 6836162 | 548839 |
Largest Losing Trade | -43155 | -43155 | -21310 | -2667330 | -2667330 | -998735 |
Avg Bars in Trades | 93 | 167 | 20 | 93 | 167 | 20 |
Avg Bars in Winners | 147 | 284 | 21 | 147 | 284 | 21 |
Avg Bars in Losers | 61 | 102 | 19 | 61 | 102 | 19 |
Bars Traded | 24489 | 21825 | 2664 | 24489 | 21825 | 2664 |
Profit Streak | 0 | 9.5383 | 0 | 0 | 9.5383 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400760 | 411039 | -583344 | -516519 | -162062 | -583344 |
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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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