Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1806623.0095 | 1875726.0038 | -69102.9943 | -71809.9114 | 176732.3543 | -248542.2657 |
Total P&L (%) | 1806.623 | 1875.726 | -69.103 | -71.8099 | 176.7324 | -248.5423 |
Avg Daily Profit (%) | 0.9387 | 0.9747 | -0.0359 | -0.0658 | 0.0529 | 0 |
Buy And Hold Return (%) | 40.7881 | 40.7881 | 40.7881 | 40.7881 | 40.7881 | 40.7881 |
Max Trade Drawdown | -236537 | -224532 | -96996 | -1420193 | -1178671 | -334509 |
Profit Factor | 2.3825 | 3.4822 | 0.8746 | 0.9744 | 1.0973 | 0.7498 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 135 | 60 | 75 | 135 | 60 | 75 |
Losing Trades | 208 | 111 | 97 | 208 | 111 | 97 |
Profitability (%) | 39.3586 | 35.0877 | 43.6047 | 39.3586 | 35.0877 | 43.6047 |
Ratio Avg Win / Avg Loss | 3.6708 | 6.4421 | 1.1312 | 1.5014 | 2.03 | 0.9698 |
Largest Winning Trade | 2016372 | 2016372 | 31085 | 1123997 | 1123997 | 83125 |
Largest Losing Trade | -42564 | -42564 | -26139 | -591810 | -591810 | -79300 |
Avg Bars in Trades | 10 | 16 | 4 | 10 | 16 | 4 |
Avg Bars in Winners | 16 | 28 | 6 | 16 | 28 | 6 |
Avg Bars in Losers | 7 | 10 | 4 | 7 | 10 | 4 |
Bars Traded | 3703 | 2853 | 850 | 3703 | 2853 | 850 |
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 | 567272 | 532687 | -580975 | -580067 | -241744 | -582641 |
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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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