Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544824.3668 | 1611041.2895 | -66216.9227 | 184715.0691 | 1379402.7041 | -1194687.635 |
Total P&L (%) | 1544.8244 | 1611.0413 | -66.2169 | 184.7151 | 1379.4027 | -1194.6876 |
Avg Daily Profit (%) | 0.8457 | 0.882 | -0.0363 | 0.0573 | 0.1476 | 0 |
Buy And Hold Return (%) | 684.1785 | 684.1785 | 684.1785 | 684.1785 | 684.1785 | 684.1785 |
Max Trade Drawdown | -167494 | -142396 | -107546 | -1859536 | -1224382 | -1255127 |
Profit Factor | 2.4294 | 3.7741 | 0.8676 | 1.0224 | 1.3053 | 0.6812 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 140 | 74 | 66 | 140 | 74 | 66 |
Profitability (%) | 39.9142 | 36.2069 | 43.5897 | 39.9142 | 36.2069 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.6572 | 6.6495 | 1.1227 | 1.539 | 2.2999 | 0.8815 |
Largest Winning Trade | 980577 | 980577 | 75391 | 1620336 | 1620336 | 367621 |
Largest Losing Trade | -34449 | -33274 | -34449 | -411635 | -411635 | -305515 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 67 | 67 | 66 | 67 | 67 | 66 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 10622 | 5144 | 5478 | 10622 | 5144 | 5478 |
Profit Streak | 18.0598 | 0 | 20.0598 | 18.0598 | 0 | 20.0598 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378958 | 359965 | -581292 | -479157 | -6749 | -582958 |
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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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