Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621125.3733 | 1605548.167 | 15577.2063 | 898705.9618 | 2681347.2688 | -1782641.307 |
Total P&L (%) | 1621.1254 | 1605.5482 | 15.5772 | 898.706 | 2681.3473 | -1782.6413 |
Avg Daily Profit (%) | 0.6871 | 0.6805 | 0.0066 | 0.0976 | 0.141 | 0 |
Buy And Hold Return (%) | 439.1876 | 439.1876 | 439.1876 | 439.1876 | 439.1876 | 439.1876 |
Max Trade Drawdown | -142689 | -137586 | -99272 | -5440119 | -4492273 | -2840289 |
Profit Factor | 2.5688 | 3.8954 | 1.0325 | 1.0402 | 1.2197 | 0.8248 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Losing Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Profitability (%) | 47.4265 | 47.7941 | 47.0588 | 47.4265 | 47.7941 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.8475 | 4.2549 | 1.1616 | 1.153 | 1.3323 | 0.9279 |
Largest Winning Trade | 1406854 | 1406854 | 51708 | 5654172 | 5654172 | 753529 |
Largest Losing Trade | -24803 | -24488 | -24803 | -1311823 | -1311823 | -1260845 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 46 | 38 | 54 | 46 | 38 | 54 |
Avg Bars in Losers | 21 | 22 | 21 | 21 | 22 | 21 |
Bars Traded | 9108 | 4119 | 4989 | 9108 | 4119 | 4989 |
Profit Streak | 0 | 0 | 17.746 | 0 | 0 | 17.746 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540857 | 559779 | -535296 | -244795 | -6390 | -581549 |
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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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