Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329467.6899 | 1386563.7977 | -57096.1078 | -39686.0785 | 1032247.1589 | -1071933.2374 |
Total P&L (%) | 1329.4677 | 1386.5638 | -57.0961 | -39.6861 | 1032.2472 | -1071.9332 |
Avg Daily Profit (%) | 0.7044 | 0.7347 | -0.0303 | -0.0268 | 0.1287 | 0 |
Buy And Hold Return (%) | 334.4293 | 334.4293 | 334.4293 | 334.4293 | 334.4293 | 334.4293 |
Max Trade Drawdown | -243412 | -149217 | -146710 | -4380184 | -2270153 | -3242135 |
Profit Factor | 2.5822 | 4.7145 | 0.8777 | 0.996 | 1.2664 | 0.8241 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 138 | 72 | 66 | 138 | 72 | 66 |
Profitability (%) | 41.2766 | 38.4615 | 44.0678 | 41.2766 | 38.4615 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.6737 | 7.5433 | 1.114 | 1.417 | 2.0263 | 1.0459 |
Largest Winning Trade | 1175019 | 1175019 | 62783 | 2263229 | 2263229 | 1511447 |
Largest Losing Trade | -89763 | -34847 | -89763 | -3164000 | -938387 | -3164000 |
Avg Bars in Trades | 46 | 41 | 51 | 46 | 41 | 51 |
Avg Bars in Winners | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Losers | 39 | 33 | 46 | 39 | 33 | 46 |
Bars Traded | 10970 | 4851 | 6119 | 10970 | 4851 | 6119 |
Profit Streak | 18.4932 | 0 | 18.6599 | 18.4932 | 0 | 18.6599 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483415 | 481334 | -581097 | -580711 | -27609 | -581097 |
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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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