Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751824.6481 | 594696.7209 | 157127.9272 | 5473151.7741 | 1801858.6302 | 3671293.1439 |
Total P&L (%) | 751.8246 | 594.6967 | 157.1279 | 5473.1518 | 1801.8586 | 3671.2931 |
Avg Daily Profit (%) | 0.4647 | 0.3676 | 0.0971 | 0.2488 | 0.1822 | 0.2246 |
Buy And Hold Return (%) | 23.4086 | 23.4086 | 23.4086 | 23.4086 | 23.4086 | 23.4086 |
Max Trade Drawdown | -80711 | -125397 | -127910 | -3051951 | -3754285 | -2869405 |
Profit Factor | 1.8009 | 2.3285 | 1.32 | 1.3221 | 1.2014 | 1.4562 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 48.9879 | 43.5484 | 54.4715 | 48.9879 | 43.5484 | 54.4715 |
Ratio Avg Win / Avg Loss | 1.8753 | 3.0184 | 1.1033 | 1.3767 | 1.5574 | 1.2171 |
Largest Winning Trade | 113857 | 113857 | 66303 | 3349186 | 3349186 | 1322233 |
Largest Losing Trade | -43741 | -43741 | -37967 | -1613120 | -1613120 | -926797 |
Avg Bars in Trades | 77 | 57 | 97 | 77 | 57 | 97 |
Avg Bars in Winners | 96 | 77 | 111 | 96 | 77 | 111 |
Avg Bars in Losers | 58 | 42 | 80 | 58 | 42 | 80 |
Bars Traded | 19056 | 7105 | 11951 | 19056 | 7105 | 11951 |
Profit Streak | 0 | 0 | 497.3479 | 0 | 0 | 497.3479 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526124 | 402119 | -62373 | 344605 | 206794 | 368024 |
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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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